+64.8%
HCA vs FIVE
+38.7%
+26.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.8% |
| 7D | -2.8% | +3.7% | -6.5% | -3.3% |
| 30D | -2.7% | +4.0% | -6.7% | -3.3% |
| 3M | +11.5% | +36.2% | -24.8% | +6.9% |
| 6M | -24.3% | +18.0% | -42.3% | -26.3% |
| YTD | -13.6% | +34.9% | -48.5% | -17.5% |
| 1Y | -3.2% | +67.9% | -71.1% | -10.6% |
| 3Y | +50.4% | +57.3% | -6.9% | +38.5% |
| 5Y | +64.8% | +39.5% | +25.2% | +47.3% |
| All | +64.8% | +38.7% | +26.1% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling