+1,658.7%
HCA vs FFIV
+267.0%
+1,391.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -3.1% | -1.0% | -2.1% | -2.8% |
| 30D | -1.1% | -5.1% | +3.9% | +0.2% |
| 3M | +12.2% | -4.5% | +16.6% | +12.9% |
| 6M | -25.3% | +36.5% | -61.8% | -33.0% |
| YTD | -12.9% | +53.0% | -65.9% | -25.0% |
| 1Y | -0.9% | +24.2% | -25.1% | -9.6% |
| 3Y | +47.6% | +137.2% | -89.6% | +6.1% |
| 5Y | +67.0% | +91.8% | -24.8% | +26.4% |
| 10Y | +471.4% | +215.2% | +256.3% | +258.7% |
| All | +1,658.7% | +267.0% | +1,391.7% | +849.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling