+498.2%
HCA vs FFIV
+249.4%
+248.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -2.0% | +0.2% |
| 7D | +5.4% | +5.4% | 0.0% | +3.5% |
| 30D | +3.0% | -2.7% | +5.6% | +3.8% |
| 3M | +13.0% | +4.5% | +8.5% | +10.4% |
| 6M | -20.3% | +42.2% | -62.5% | -31.0% |
| YTD | -8.2% | +61.3% | -69.5% | -24.8% |
| 1Y | +6.7% | +23.0% | -16.4% | -3.8% |
| 3Y | +60.4% | +156.3% | -95.9% | +1.5% |
| 5Y | +73.4% | +102.9% | -29.4% | +18.6% |
| All | +498.2% | +249.4% | +248.8% | +212.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling