+50.4%
IEFA vs HCA
+71.9%
-21.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.7% |
| 7D | -1.6% | +5.4% | -7.0% | -2.6% |
| 30D | -1.5% | +3.0% | -4.5% | -2.1% |
| 3M | +3.4% | +13.0% | -9.6% | +0.5% |
| 6M | +9.5% | -20.3% | +29.7% | +14.5% |
| YTD | +13.0% | -8.2% | +21.3% | +14.3% |
| 1Y | +18.0% | +6.7% | +11.3% | +14.9% |
| 3Y | +65.4% | +60.4% | +5.0% | +43.4% |
| All | +50.4% | +71.9% | -21.5% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling