+52.1%
HCA vs FBTC
+62.0%
-9.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +4.9% |
| 7D | +4.9% | +1.1% | +3.8% | +4.9% |
| 30D | +1.9% | +22.3% | -20.4% | +2.4% |
| 3M | +12.7% | +26.0% | -13.2% | +13.4% |
| 6M | -22.3% | +13.2% | -35.5% | -22.0% |
| YTD | -9.3% | -10.7% | +1.4% | -9.4% |
| 1Y | +2.7% | -30.0% | +32.7% | +1.9% |
| All | +52.1% | +62.0% | -9.9% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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