+456.5%
HCA vs FN
+882.3%
-425.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.0% |
| 7D | -2.8% | +3.5% | -6.3% | -3.3% |
| 30D | -2.7% | -26.0% | +23.2% | +0.7% |
| 3M | +11.5% | -33.3% | +44.7% | +16.0% |
| 6M | -24.3% | -14.9% | -9.4% | -25.6% |
| YTD | -13.6% | -8.6% | -5.0% | -16.8% |
| 1Y | -3.2% | +12.3% | -15.5% | -11.1% |
| 3Y | +50.4% | +174.4% | -124.0% | +5.6% |
| 5Y | +64.8% | +296.4% | -231.6% | +0.3% |
| 10Y | +456.5% | +890.0% | -433.5% | +159.2% |
| All | +456.5% | +882.3% | -425.8% | +159.2% |
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