-80.3%
FIG vs HCA
+14.4%
-94.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.7% | -4.9% | -5.8% |
| 7D | -16.4% | -2.8% | -13.6% | -16.7% |
| 30D | -2.3% | -2.7% | +0.4% | -2.7% |
| 3M | +7.8% | +11.5% | -3.7% | +10.4% |
| 6M | -21.8% | -24.3% | +2.4% | -26.2% |
| YTD | -39.1% | -13.6% | -25.5% | -40.3% |
| 1Y | -56.6% | -3.2% | -53.4% | -56.7% |
| All | -80.3% | +14.4% | -94.7% | -76.2% |
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