+165.3%
IWM vs HCA
+503.4%
-338.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -2.5% | +2.9% | -5.5% | -3.6% |
| 30D | -4.4% | +2.4% | -6.8% | -5.4% |
| 3M | +2.2% | +13.0% | -10.8% | -2.8% |
| 6M | +14.0% | -21.4% | +35.4% | +22.7% |
| YTD | +17.4% | -9.5% | +26.8% | +19.5% |
| 1Y | +22.9% | +7.5% | +15.4% | +17.0% |
| 3Y | +62.1% | +57.6% | +4.5% | +29.9% |
| 5Y | +38.2% | +71.1% | -33.0% | +3.9% |
| All | +165.3% | +503.4% | -338.1% | +30.6% |
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 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