+58.5%
HCA vs FFIV
+151.3%
-92.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.9% | +1.1% | +4.7% |
| 7D | +4.9% | +3.5% | +1.5% | +4.7% |
| 30D | +1.9% | -1.3% | +3.2% | +1.9% |
| 3M | +12.7% | +2.4% | +10.4% | +12.3% |
| 6M | -22.3% | +41.8% | -64.2% | -25.2% |
| YTD | -9.3% | +58.5% | -67.8% | -13.8% |
| 1Y | +2.7% | +24.3% | -21.6% | 0.0% |
| All | +58.5% | +151.3% | -92.8% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling