+70.3%
HCA vs FFIV
+100.0%
-29.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.9% | +1.1% | +4.1% |
| 7D | +4.9% | +3.5% | +1.5% | +4.2% |
| 30D | +1.9% | -1.3% | +3.2% | +2.1% |
| 3M | +12.7% | +2.4% | +10.4% | +11.6% |
| 6M | -22.3% | +41.8% | -64.2% | -29.3% |
| YTD | -9.3% | +58.5% | -67.8% | -20.2% |
| 1Y | +2.7% | +24.3% | -21.6% | -4.0% |
| 3Y | +57.8% | +152.0% | -94.2% | +11.9% |
| 5Y | +70.3% | +99.1% | -28.8% | +25.6% |
| All | +70.3% | +100.0% | -29.7% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling