+788.6%
IGV vs HCA
+1,635.7%
-847.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -3.3% | -2.8% | -0.5% | -2.6% |
| 30D | 0.0% | -2.7% | +2.7% | +0.6% |
| 3M | +7.3% | +11.5% | -4.1% | +4.1% |
| 6M | +16.7% | -24.3% | +41.0% | +24.1% |
| YTD | -2.8% | -13.6% | +10.7% | -0.6% |
| 1Y | -6.7% | -3.2% | -3.5% | -7.6% |
| 3Y | +41.1% | +50.4% | -9.3% | +21.7% |
| 5Y | +22.0% | +64.8% | -42.8% | +0.7% |
| 10Y | +357.9% | +456.5% | -98.6% | +163.7% |
| All | +788.6% | +1,635.7% | -847.1% | +256.8% |
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