+9.2%
IBKR vs HCA
+9.2%
0.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.3% | -9.8% | +0.5% |
| 7D | -6.8% | +10.2% | -17.0% | -6.8% |
| 30D | -12.5% | +17.4% | -30.0% | -12.6% |
| 3M | -12.0% | +27.7% | -39.7% | -12.1% |
| 6M | -4.5% | +20.0% | -24.5% | -3.5% |
| YTD | +21.5% | +10.0% | +11.5% | +21.9% |
| All | +9.2% | +9.2% | 0.0% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HCA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling