+38.2%
IWM vs HCA
+73.0%
-34.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.3% | -2.6% |
| 7D | -1.1% | +4.9% | -6.1% | -2.4% |
| 30D | -3.1% | +1.9% | -5.0% | -3.7% |
| 3M | +2.2% | +12.7% | -10.5% | -1.6% |
| 6M | +15.1% | -22.3% | +37.4% | +22.9% |
| YTD | +18.6% | -9.3% | +27.9% | +20.4% |
| 1Y | +24.0% | +2.7% | +21.3% | +20.6% |
| 3Y | +63.7% | +57.8% | +5.9% | +33.5% |
| 5Y | +38.2% | +70.3% | -32.1% | +2.9% |
| All | +38.2% | +73.0% | -34.8% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling