+650.3%
HCA vs FN
+700.1%
-49.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.3% | +7.0% | +0.6% |
| 7D | +0.8% | +0.3% | +0.6% | +0.6% |
| 30D | +6.1% | -16.5% | +22.6% | +7.6% |
| 3M | +21.4% | -42.1% | +63.5% | +28.2% |
| 6M | +17.2% | -52.9% | +70.1% | +25.7% |
| YTD | +7.5% | -28.0% | +35.4% | +5.3% |
| 1Y | +6.2% | -18.5% | +24.7% | +1.4% |
| 3Y | +122.0% | +93.9% | +28.1% | +63.5% |
| 5Y | +112.2% | +170.5% | -58.3% | +37.2% |
| All | +650.3% | +700.1% | -49.9% | +263.4% |
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