+445.8%
HCA vs FND
+57.3%
+388.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.1% |
| 7D | +4.9% | -0.8% | +5.7% | +5.1% |
| 30D | +1.9% | -19.6% | +21.5% | +7.2% |
| 3M | +12.7% | -4.3% | +17.1% | +12.9% |
| 6M | -22.3% | -20.4% | -1.9% | -19.2% |
| YTD | -9.3% | -21.9% | +12.5% | -6.0% |
| 1Y | +2.7% | -45.2% | +47.9% | +16.0% |
| 3Y | +57.8% | -49.2% | +107.1% | +73.8% |
| 5Y | +70.3% | -61.8% | +132.1% | +92.2% |
| All | +445.8% | +57.3% | +388.5% | +333.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling