+46.5%
F vs HCA
+66.8%
-20.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.0% |
| 7D | +1.2% | -2.8% | +4.0% | +2.2% |
| 30D | +1.2% | -2.7% | +4.0% | +2.1% |
| 3M | -5.7% | +11.5% | -17.1% | -10.3% |
| 6M | +17.9% | -24.3% | +42.2% | +30.4% |
| YTD | +10.4% | -13.6% | +24.0% | +15.2% |
| 1Y | +25.3% | -3.2% | +28.5% | +24.2% |
| 3Y | +37.5% | +50.4% | -13.0% | +6.5% |
| 5Y | +46.5% | +64.8% | -18.3% | +0.9% |
| All | +46.5% | +66.8% | -20.3% | +0.9% |
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