+60.4%
HCA vs FHN
+129.5%
-69.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.8% | +1.4% |
| 7D | +5.4% | -1.2% | +6.6% | +5.5% |
| 30D | +3.0% | -4.8% | +7.8% | +3.3% |
| 3M | +13.0% | -0.7% | +13.7% | +13.1% |
| 6M | -20.3% | +10.6% | -30.9% | -20.7% |
| YTD | -8.2% | +4.6% | -12.8% | -8.6% |
| 1Y | +6.7% | +11.4% | -4.7% | +5.7% |
| 3Y | +60.4% | +132.3% | -71.9% | +35.0% |
| All | +60.4% | +129.5% | -69.1% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 3y: compounded portfolio wealth divided by compounded FHN 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…
3y analysis · Full analysis span regression · 6 months rolling