+990.2%
IBKR vs HCA
+511.6%
+478.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.8% |
| 7D | -1.3% | +5.4% | -6.8% | -2.8% |
| 30D | -0.2% | +3.0% | -3.2% | -1.1% |
| 3M | +3.0% | +13.0% | -10.1% | -1.1% |
| 6M | +33.9% | -20.3% | +54.1% | +41.8% |
| YTD | +42.5% | -8.2% | +50.7% | +44.2% |
| 1Y | +44.9% | +6.7% | +38.2% | +39.5% |
| 3Y | +293.0% | +60.4% | +232.6% | +222.7% |
| 5Y | +497.7% | +73.4% | +424.2% | +364.1% |
| All | +990.2% | +511.6% | +478.6% | +465.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling