-0.9%
HCA vs FND
-36.4%
+35.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.2% |
| 7D | -3.1% | -5.2% | +2.2% | -2.6% |
| 30D | -1.1% | -19.9% | +18.7% | +1.1% |
| 3M | +12.2% | +2.7% | +9.4% | +11.5% |
| 6M | -25.3% | -21.7% | -3.7% | -24.4% |
| YTD | -12.9% | -17.5% | +4.6% | -13.3% |
| 1Y | -0.9% | -39.3% | +38.4% | +3.3% |
| All | -0.9% | -36.4% | +35.4% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling