+209.4%
IEFA vs HCA
+1,645.2%
-1,435.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.4% | +2.9% | -5.4% | -3.1% |
| 30D | -2.1% | +2.4% | -4.5% | -2.7% |
| 3M | +5.5% | +13.0% | -7.5% | +2.1% |
| 6M | +8.1% | -21.4% | +29.5% | +13.6% |
| YTD | +11.9% | -9.5% | +21.4% | +13.4% |
| 1Y | +18.1% | +7.5% | +10.5% | +14.6% |
| 3Y | +65.5% | +57.6% | +7.9% | +44.0% |
| 5Y | +50.1% | +71.1% | -21.1% | +25.2% |
| 10Y | +144.2% | +498.8% | -354.5% | +47.5% |
| All | +209.4% | +1,645.2% | -1,435.8% | +66.9% |
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