+672.7%
IVV vs HCA
+2,088.8%
-1,416.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -0.9% | -0.9% | 0.0% | -0.7% |
| 30D | -2.3% | +10.3% | -12.7% | -4.9% |
| 3M | -1.2% | +23.2% | -24.4% | -6.4% |
| 6M | +3.3% | +19.1% | -15.8% | -1.9% |
| YTD | +12.3% | +9.0% | +3.4% | +8.5% |
| 1Y | +12.5% | +10.2% | +2.3% | +8.3% |
| 3Y | +79.2% | +122.4% | -43.2% | +40.9% |
| 5Y | +75.6% | +116.3% | -40.6% | +36.4% |
| 10Y | +313.4% | +686.6% | -373.2% | +127.3% |
| All | +672.7% | +2,088.8% | -1,416.1% | +218.7% |
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 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