+1,645.7%
HCA vs FHN
+225.4%
+1,420.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.4% |
| 7D | -2.8% | +2.7% | -5.5% | -3.6% |
| 30D | -2.7% | -3.1% | +0.4% | -1.9% |
| 3M | +11.5% | +2.3% | +9.1% | +10.5% |
| 6M | -24.3% | +9.7% | -34.0% | -26.6% |
| YTD | -13.6% | +4.7% | -18.3% | -15.3% |
| 1Y | -3.2% | +13.8% | -16.9% | -8.1% |
| 3Y | +50.4% | +131.6% | -81.2% | +7.4% |
| 5Y | +64.8% | +91.1% | -26.4% | +13.9% |
| 10Y | +456.5% | +126.6% | +329.9% | +212.4% |
| All | +1,645.7% | +225.4% | +1,420.3% | +642.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling