+186.8%
IYR vs HCA
+1,721.2%
-1,534.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.0% | -2.4% |
| 7D | -0.9% | +4.9% | -5.8% | -2.2% |
| 30D | -2.4% | +1.9% | -4.2% | -3.0% |
| 3M | -2.0% | +12.7% | -14.8% | -5.6% |
| 6M | +2.5% | -22.3% | +24.8% | +9.0% |
| YTD | +8.3% | -9.3% | +17.6% | +10.0% |
| 1Y | +6.5% | +2.7% | +3.7% | +4.1% |
| 3Y | +29.3% | +57.8% | -28.5% | +10.4% |
| 5Y | +5.7% | +70.3% | -64.7% | -13.6% |
| 10Y | +69.2% | +499.7% | -430.4% | -3.3% |
| All | +186.8% | +1,721.2% | -1,534.4% | +14.7% |
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