+119.2%
HCA vs FN
+101.0%
+18.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +11.7% | -14.1% | -2.4% |
| 7D | +4.6% | 0.0% | +4.7% | +4.6% |
| 30D | +12.7% | -34.3% | +47.0% | +12.8% |
| 3M | +21.3% | -39.9% | +61.1% | +21.3% |
| 6M | +15.7% | -51.8% | +67.5% | +16.3% |
| YTD | +6.6% | -28.1% | +34.7% | +5.5% |
| 1Y | +5.7% | -29.1% | +34.8% | +4.5% |
| 3Y | +119.2% | +102.4% | +16.8% | +83.9% |
| All | +119.2% | +101.0% | +18.2% | +83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling