+9.0%
HCA vs FGI
+38.7%
-29.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -5.0% | +15.3% | +10.3% |
| 7D | +10.2% | +3.3% | +6.9% | +10.3% |
| 30D | +17.4% | -2.0% | +19.5% | +17.4% |
| 3M | +27.7% | +60.3% | -32.6% | +29.8% |
| 6M | +20.0% | +0.7% | +19.3% | +20.9% |
| YTD | +10.0% | +30.2% | -20.2% | +12.0% |
| 1Y | +9.0% | +44.4% | -35.3% | +7.7% |
| All | +9.0% | +38.7% | -29.7% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling