+6.4%
HCA vs FE
+4.7%
+1.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -1.3% | -0.3% | -1.1% | -1.2% |
| 30D | +8.7% | +3.9% | +4.8% | +7.3% |
| 3M | +21.0% | -0.1% | +21.1% | +20.7% |
| 6M | +17.0% | +6.1% | +10.9% | +13.9% |
| YTD | +7.8% | +8.1% | -0.2% | +4.1% |
| 1Y | +6.4% | +4.4% | +2.0% | +4.4% |
| All | +6.4% | +4.7% | +1.7% | +4.4% |
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