+72.8%
HCA vs FND
-63.3%
+136.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.2% |
| 7D | +5.4% | -5.8% | +11.2% | +6.7% |
| 30D | +3.0% | -20.2% | +23.2% | +7.7% |
| 3M | +13.0% | -12.0% | +25.0% | +15.2% |
| 6M | -20.3% | -18.5% | -1.8% | -17.9% |
| YTD | -8.2% | -22.3% | +14.0% | -5.2% |
| 1Y | +6.7% | -47.6% | +54.3% | +20.1% |
| 3Y | +60.4% | -49.8% | +110.1% | +74.5% |
| All | +72.8% | -63.3% | +136.1% | +82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling