+1,719.3%
HCA vs FIVE
+868.1%
+851.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -2.0% |
| 7D | -3.1% | +4.3% | -7.3% | -3.9% |
| 30D | -1.1% | +12.5% | -13.6% | -3.4% |
| 3M | +12.2% | +31.2% | -19.1% | +6.2% |
| 6M | -25.3% | +14.4% | -39.7% | -27.9% |
| YTD | -12.9% | +33.9% | -46.8% | -18.6% |
| 1Y | -0.9% | +65.1% | -66.0% | -11.4% |
| 3Y | +47.6% | +49.0% | -1.3% | +28.4% |
| 5Y | +67.0% | +30.3% | +36.7% | +44.6% |
| 10Y | +471.4% | +481.1% | -9.7% | +273.7% |
| All | +1,719.3% | +868.1% | +851.2% | +1,040.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling