+2,096.5%
HCA vs FN
+1,691.2%
+405.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.9% | -9.9% | +0.6% |
| 7D | +7.9% | +16.3% | -8.3% | +5.3% |
| 30D | +11.9% | -24.7% | +36.7% | +15.0% |
| 3M | +22.4% | -34.9% | +57.3% | +27.2% |
| 6M | +16.5% | -41.1% | +57.6% | +20.9% |
| YTD | +8.7% | -19.6% | +28.3% | +5.8% |
| 1Y | +6.7% | -18.5% | +25.2% | +3.0% |
| 3Y | +127.0% | +119.1% | +7.9% | +74.6% |
| 5Y | +113.9% | +206.9% | -93.0% | +49.8% |
| 10Y | +656.7% | +826.4% | -169.7% | +327.1% |
| All | +2,096.5% | +1,691.2% | +405.3% | +976.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling