+662.9%
IVV vs HCA
+2,081.8%
-1,418.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -0.6% | +9.0% | -9.6% | -2.8% |
| 30D | -3.7% | +11.8% | -15.5% | -6.4% |
| 3M | -2.7% | +22.1% | -24.8% | -7.7% |
| 6M | +2.2% | +16.4% | -14.1% | -2.3% |
| YTD | +10.9% | +8.6% | +2.3% | +7.3% |
| 1Y | +11.3% | +10.6% | +0.7% | +7.0% |
| 3Y | +76.9% | +121.7% | -44.8% | +39.2% |
| 5Y | +73.5% | +114.5% | -41.0% | +35.0% |
| 10Y | +307.4% | +657.1% | -349.7% | +125.7% |
| All | +662.9% | +2,081.8% | -1,418.9% | +214.9% |
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