+650.3%
HCA vs FIVE
+504.2%
+146.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +0.8% | +2.7% | -1.8% | +0.3% |
| 30D | +6.1% | +12.7% | -6.6% | +3.5% |
| 3M | +21.4% | +2.1% | +19.4% | +20.6% |
| 6M | +17.2% | +17.5% | -0.3% | +12.2% |
| YTD | +7.5% | +31.0% | -23.5% | -0.1% |
| 1Y | +6.2% | +67.7% | -61.6% | -6.6% |
| 3Y | +122.0% | +43.4% | +78.6% | +91.9% |
| 5Y | +112.2% | +18.1% | +94.1% | +86.0% |
| All | +650.3% | +504.2% | +146.1% | +379.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling