+657.1%
HCA vs FN
+772.0%
-114.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.7% | +0.5% |
| 7D | +9.0% | -4.1% | +13.1% | +9.1% |
| 30D | +11.8% | -28.3% | +40.2% | +15.6% |
| 3M | +22.1% | -33.9% | +55.9% | +26.6% |
| 6M | +16.4% | -43.9% | +60.3% | +21.6% |
| YTD | +8.6% | -23.4% | +32.1% | +5.7% |
| 1Y | +10.6% | -25.4% | +36.0% | +7.5% |
| 3Y | +121.7% | +107.9% | +13.8% | +62.0% |
| 5Y | +114.5% | +195.1% | -80.6% | +37.1% |
| 10Y | +657.1% | +794.1% | -137.0% | +268.3% |
| All | +657.1% | +772.0% | -114.9% | +268.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling