+1,623.7%
HCA vs FANG
+1,412.9%
+210.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +5.4% | +2.9% | +2.5% | +4.8% |
| 30D | +3.0% | +2.6% | +0.4% | +2.4% |
| 3M | +13.0% | +7.6% | +5.4% | +10.9% |
| 6M | -20.3% | +17.3% | -37.6% | -23.6% |
| YTD | -8.2% | +38.7% | -46.9% | -15.2% |
| 1Y | +6.7% | +51.6% | -44.9% | -3.5% |
| 3Y | +60.4% | +50.0% | +10.4% | +41.3% |
| 5Y | +73.4% | +237.6% | -164.1% | +23.5% |
| 10Y | +506.9% | +180.7% | +326.2% | +255.6% |
| All | +1,623.7% | +1,412.9% | +210.9% | +636.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling