+44.7%
IBKR vs HCA
-0.5%
+45.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.4% |
| 7D | -3.3% | -3.1% | -0.2% | -3.4% |
| 30D | +4.5% | -1.1% | +5.6% | +4.4% |
| 3M | +6.5% | +12.2% | -5.7% | +7.3% |
| 6M | +34.2% | -25.3% | +59.5% | +32.1% |
| YTD | +44.5% | -12.9% | +57.4% | +45.2% |
| 1Y | +44.7% | -0.9% | +45.6% | +54.3% |
| All | +44.7% | -0.5% | +45.2% | +54.3% |
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