+6.4%
HCA vs FIVE
+63.0%
-56.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | -0.9% |
| 7D | -1.3% | +2.4% | -3.8% | -1.6% |
| 30D | +8.7% | +15.8% | -7.2% | +7.7% |
| 3M | +21.0% | +3.8% | +17.2% | +20.4% |
| 6M | +17.0% | +18.5% | -1.6% | +16.0% |
| YTD | +7.8% | +31.2% | -23.4% | +4.6% |
| 1Y | +6.4% | +61.8% | -55.4% | -3.3% |
| All | +6.4% | +63.0% | -56.6% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling