-22.3%
HCA vs FLR
+24.6%
-47.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.2% | +8.1% | +4.8% |
| 7D | +4.9% | -3.1% | +8.0% | +4.8% |
| 30D | +1.9% | +4.9% | -3.1% | +2.1% |
| 3M | +12.7% | +10.8% | +1.9% | +12.7% |
| 6M | -22.3% | +19.7% | -42.0% | -24.0% |
| All | -22.3% | +24.6% | -47.0% | -24.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling