-80.8%
FIG vs HCA
+19.9%
-100.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -12.2% | +2.9% | -15.1% | -11.9% |
| 30D | -11.0% | +2.4% | -13.4% | -10.7% |
| 3M | +11.9% | +13.0% | -1.2% | +14.3% |
| 6M | -21.9% | -21.4% | -0.5% | -26.0% |
| YTD | -40.8% | -9.5% | -31.3% | -41.5% |
| 1Y | -56.6% | +7.5% | -64.2% | -55.2% |
| All | -80.8% | +19.9% | -100.7% | -76.7% |
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 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