+751.7%
FERG vs HCA
+1,721.2%
-969.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.3% | -2.0% |
| 7D | +0.9% | +4.9% | -4.0% | +0.3% |
| 30D | -15.1% | +1.9% | -16.9% | -15.3% |
| 3M | -4.8% | +12.7% | -17.6% | -6.5% |
| 6M | -2.5% | -22.3% | +19.9% | +0.3% |
| YTD | +1.8% | -9.3% | +11.1% | +2.5% |
| 1Y | -0.3% | +2.7% | -3.1% | -1.3% |
| 3Y | +52.9% | +57.8% | -4.9% | +42.8% |
| 5Y | +69.3% | +70.3% | -1.0% | +55.1% |
| 10Y | +352.7% | +499.7% | -147.0% | +279.7% |
| All | +751.7% | +1,721.2% | -969.5% | +527.9% |
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 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