+2,695.9%
IBKR vs HCA
+1,743.3%
+952.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.8% |
| 7D | -1.3% | +5.4% | -6.8% | -2.7% |
| 30D | -0.2% | +3.0% | -3.2% | -1.0% |
| 3M | +3.0% | +13.0% | -10.1% | -0.8% |
| 6M | +33.9% | -20.3% | +54.1% | +41.1% |
| YTD | +42.5% | -8.2% | +50.7% | +44.0% |
| 1Y | +44.9% | +6.7% | +38.2% | +40.0% |
| 3Y | +293.0% | +60.4% | +232.6% | +230.3% |
| 5Y | +497.7% | +73.4% | +424.2% | +379.5% |
| 10Y | +1,004.4% | +506.9% | +497.5% | +502.6% |
| All | +2,695.9% | +1,743.3% | +952.6% | +1,048.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling