+60.4%
HCA vs FLR
+54.2%
+6.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +1.4% |
| 7D | +5.4% | -3.5% | +8.9% | +5.4% |
| 30D | +3.0% | +4.2% | -1.2% | +2.9% |
| 3M | +13.0% | +8.1% | +4.9% | +12.9% |
| 6M | -20.3% | +21.5% | -41.8% | -20.7% |
| YTD | -8.2% | +36.8% | -45.0% | -9.1% |
| 1Y | +6.7% | +31.2% | -24.5% | +5.6% |
| 3Y | +60.4% | +53.9% | +6.5% | +45.9% |
| All | +60.4% | +54.2% | +6.2% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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