+9.0%
HCA vs FRMI
-93.1%
+102.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -10.6% | +20.9% | +10.2% |
| 7D | +10.2% | -39.7% | +50.0% | +9.7% |
| 30D | +17.4% | -55.2% | +72.6% | +16.5% |
| 3M | +27.7% | -71.2% | +98.8% | +26.3% |
| 6M | +20.0% | -64.1% | +84.1% | +17.7% |
| YTD | +10.0% | -77.2% | +87.2% | +9.1% |
| 1Y | +9.0% | -93.2% | +102.2% | +5.5% |
| All | +9.0% | -93.1% | +102.1% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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