+76.0%
HCA vs FGI
-70.4%
+146.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.5% | -8.6% | -1.0% |
| 7D | -3.1% | +0.5% | -3.6% | -3.1% |
| 30D | -1.1% | +65.4% | -66.5% | -0.5% |
| 3M | +12.2% | +23.5% | -11.3% | +12.7% |
| 6M | -25.3% | +60.5% | -85.9% | -25.0% |
| YTD | -12.9% | +30.0% | -42.9% | -12.5% |
| 1Y | -0.9% | +82.1% | -83.0% | -0.7% |
| 3Y | +47.6% | -4.4% | +52.0% | +49.2% |
| All | +76.0% | -70.4% | +146.3% | +82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling