+8.0%
HCA vs FANG
+32.1%
-24.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -1.0% |
| 7D | +6.1% | -13.0% | +19.2% | +3.8% |
| 30D | +17.4% | -2.9% | +20.3% | +17.1% |
| 3M | +24.1% | -3.0% | +27.1% | +24.0% |
| 6M | +18.8% | -11.9% | +30.7% | +17.8% |
| YTD | +9.3% | +21.5% | -12.2% | +6.3% |
| 1Y | +8.0% | +34.0% | -26.0% | +9.0% |
| All | +8.0% | +32.1% | -24.1% | +9.0% |
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