+2,078.1%
HCA vs FE
+140.1%
+1,938.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.2% |
| 3M | +21.0% | -0.1% | +21.1% | +20.9% |
| 6M | +17.0% | +6.1% | +10.9% | +14.4% |
| YTD | +7.8% | +8.1% | -0.2% | +4.7% |
| 1Y | +6.4% | +4.4% | +2.0% | +4.5% |
| 3Y | +120.0% | +49.0% | +71.0% | +90.6% |
| 5Y | +112.9% | +46.1% | +66.7% | +86.2% |
| 10Y | +678.2% | +122.6% | +555.6% | +508.7% |
| All | +2,078.1% | +140.1% | +1,938.0% | +1,554.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling