-0.9%
HCA vs FANG
+43.7%
-44.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -1.3% |
| 7D | -3.1% | +0.8% | -3.9% | -2.9% |
| 30D | -1.1% | +7.6% | -8.7% | +0.2% |
| 3M | +12.2% | -1.3% | +13.4% | +12.6% |
| 6M | -25.3% | +14.7% | -40.0% | -24.3% |
| YTD | -12.9% | +34.8% | -47.7% | -12.2% |
| 1Y | -0.9% | +42.9% | -43.9% | +1.3% |
| All | -0.9% | +43.7% | -44.7% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling