+72.8%
HCA vs FANG
+232.6%
-159.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +5.4% | +2.9% | +2.5% | +5.1% |
| 30D | +3.0% | +2.6% | +0.4% | +2.7% |
| 3M | +13.0% | +7.6% | +5.4% | +12.0% |
| 6M | -20.3% | +17.3% | -37.6% | -22.2% |
| YTD | -8.2% | +38.7% | -46.9% | -12.6% |
| 1Y | +6.7% | +51.6% | -44.9% | +0.2% |
| 3Y | +60.4% | +50.0% | +10.4% | +46.6% |
| All | +72.8% | +232.6% | -159.8% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling