+1,731.8%
HCA vs FLR
-7.2%
+1,738.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.2% | +8.1% | +5.6% |
| 7D | +4.9% | -3.1% | +8.0% | +5.6% |
| 30D | +1.9% | +4.9% | -3.1% | +0.6% |
| 3M | +12.7% | +10.8% | +1.9% | +8.8% |
| 6M | -22.3% | +19.7% | -42.0% | -27.1% |
| YTD | -9.3% | +38.4% | -47.7% | -18.1% |
| 1Y | +2.7% | +34.7% | -32.0% | -7.3% |
| 3Y | +57.8% | +56.7% | +1.2% | +28.2% |
| 5Y | +70.3% | +241.6% | -171.3% | +7.3% |
| 10Y | +499.7% | +20.2% | +479.5% | +261.2% |
| All | +1,731.8% | -7.2% | +1,738.9% | +1,011.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling