+247.6%
HCA vs FOXA
+90.1%
+157.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.9% |
| 7D | +2.9% | -3.7% | +6.7% | +4.2% |
| 30D | +2.4% | +5.4% | -3.0% | +0.2% |
| 3M | +13.0% | -3.7% | +16.8% | +13.0% |
| 6M | -21.4% | +12.6% | -33.9% | -26.2% |
| YTD | -9.5% | -10.0% | +0.5% | -7.8% |
| 1Y | +7.5% | +15.0% | -7.5% | -1.3% |
| 3Y | +57.6% | +115.1% | -57.5% | +7.0% |
| 5Y | +71.1% | +93.0% | -21.9% | +18.5% |
| All | +247.6% | +90.1% | +157.5% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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