+84.1%
F vs HCA
+487.9%
-403.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.9% | -8.9% | -5.9% |
| 7D | -4.9% | +4.9% | -9.8% | -6.8% |
| 30D | -2.9% | +1.9% | -4.8% | -3.9% |
| 3M | -9.1% | +12.7% | -21.8% | -14.2% |
| 6M | +12.9% | -22.3% | +35.3% | +23.9% |
| YTD | +6.1% | -9.3% | +15.4% | +8.6% |
| 1Y | +22.5% | +2.7% | +19.8% | +18.4% |
| 3Y | +32.1% | +57.8% | -25.8% | +2.3% |
| 5Y | +43.7% | +70.3% | -26.6% | +4.8% |
| 10Y | +84.1% | +499.7% | -415.5% | -12.5% |
| All | +84.1% | +487.9% | -403.8% | -12.5% |
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