+9.0%
HCA vs FN
-25.7%
+34.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -6.0% | +16.3% | +10.1% |
| 7D | +10.2% | -7.0% | +17.2% | +10.0% |
| 30D | +17.4% | -24.7% | +42.1% | +16.6% |
| 3M | +27.7% | -35.7% | +63.3% | +26.2% |
| 6M | +20.0% | -52.4% | +72.4% | +19.6% |
| YTD | +10.0% | -25.0% | +34.9% | +7.2% |
| 1Y | +9.0% | -25.7% | +34.7% | +6.0% |
| All | +9.0% | -25.7% | +34.7% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling