+67.5%
HCA vs FN
+289.0%
-221.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.2% | -1.2% |
| 7D | -3.1% | -1.7% | -1.4% | -3.0% |
| 30D | -1.1% | -22.0% | +20.9% | -0.1% |
| 3M | +12.2% | -43.0% | +55.2% | +15.4% |
| 6M | -25.3% | -27.7% | +2.4% | -25.2% |
| YTD | -12.9% | -10.5% | -2.4% | -14.7% |
| 1Y | -0.9% | +12.5% | -13.4% | -5.5% |
| 3Y | +47.6% | +153.8% | -106.2% | +19.2% |
| All | +67.5% | +289.0% | -221.5% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling