-0.9%
HCA vs FE
+11.4%
-12.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.8% |
| 7D | -3.1% | +1.9% | -5.0% | -3.7% |
| 30D | -1.1% | -1.2% | 0.0% | -0.8% |
| 3M | +12.2% | +3.5% | +8.7% | +10.2% |
| 6M | -25.3% | -6.1% | -19.3% | -23.2% |
| YTD | -12.9% | +7.6% | -20.6% | -15.6% |
| 1Y | -0.9% | +11.9% | -12.8% | -7.4% |
| All | -0.9% | +11.4% | -12.4% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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