+6.2%
HCA vs FGI
+17.8%
-11.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -25.2% | +24.9% | -0.7% |
| 7D | +0.8% | -14.4% | +15.2% | +0.7% |
| 30D | +6.1% | -11.8% | +17.8% | +6.0% |
| 3M | +21.4% | -46.2% | +67.7% | +20.6% |
| 6M | +17.2% | +5.2% | +12.0% | +18.5% |
| YTD | +7.5% | +10.5% | -3.1% | +9.3% |
| 1Y | +6.2% | +25.5% | -19.3% | +8.3% |
| All | +6.2% | +17.8% | -11.6% | +8.3% |
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