+124.4%
HCA vs FIVE
+43.8%
+80.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +9.0% | +7.3% | +1.6% | +8.5% |
| 30D | +11.8% | +18.1% | -6.2% | +10.8% |
| 3M | +22.1% | +7.7% | +14.3% | +21.4% |
| 6M | +16.4% | +13.6% | +2.7% | +15.4% |
| YTD | +8.6% | +34.6% | -26.0% | +6.5% |
| 1Y | +10.6% | +66.2% | -55.7% | +7.1% |
| All | +124.4% | +43.8% | +80.6% | +115.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling