+591.8%
HCA vs FCUV
-95.9%
+687.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | +2.9% | -72.0% | +74.9% | +3.0% |
| 30D | +2.4% | -8.0% | +10.4% | +2.3% |
| 3M | +13.0% | +66.3% | -53.2% | +12.6% |
| 6M | -21.4% | -75.3% | +53.9% | -21.7% |
| YTD | -9.5% | -83.0% | +73.5% | -9.8% |
| 1Y | +7.5% | -94.7% | +102.2% | +7.1% |
| 3Y | +57.6% | -99.3% | +156.9% | +56.9% |
| 5Y | +71.1% | -99.9% | +171.0% | +70.4% |
| 10Y | +498.8% | -98.6% | +597.4% | +495.6% |
| All | +591.8% | -95.9% | +687.7% | +604.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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