+322.1%
IVV vs HCA
+487.9%
-165.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -1.7% |
| 7D | -0.4% | +4.9% | -5.3% | -1.7% |
| 30D | -1.4% | +1.9% | -3.3% | -2.0% |
| 3M | +3.7% | +12.7% | -9.0% | -0.2% |
| 6M | +13.0% | -22.3% | +35.4% | +20.2% |
| YTD | +12.4% | -9.3% | +21.8% | +14.1% |
| 1Y | +18.6% | +2.7% | +15.9% | +15.7% |
| 3Y | +78.1% | +57.8% | +20.3% | +49.7% |
| 5Y | +82.3% | +70.3% | +11.9% | +45.8% |
| 10Y | +322.1% | +499.7% | -177.6% | +137.7% |
| All | +322.1% | +487.9% | -165.8% | +137.7% |
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