+354.2%
IWM vs HCA
+1,635.7%
-1,281.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.2% |
| 7D | +1.4% | -2.8% | +4.2% | +2.3% |
| 30D | -2.3% | -2.7% | +0.5% | -1.5% |
| 3M | +4.0% | +11.5% | -7.5% | -0.3% |
| 6M | +17.9% | -24.3% | +42.2% | +27.6% |
| YTD | +20.2% | -13.6% | +33.8% | +24.1% |
| 1Y | +25.0% | -3.2% | +28.2% | +23.8% |
| 3Y | +66.0% | +50.4% | +15.6% | +38.8% |
| 5Y | +40.0% | +64.8% | -24.7% | +10.8% |
| 10Y | +166.9% | +456.5% | -289.7% | +38.6% |
| All | +354.2% | +1,635.7% | -1,281.5% | +57.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling