+72.1%
HCA vs FRSH
-72.5%
+144.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +5.4% | -6.6% | +12.0% | +5.9% |
| 30D | +3.0% | +2.1% | +0.9% | +2.8% |
| 3M | +13.0% | +29.0% | -15.9% | +11.1% |
| 6M | -20.3% | +48.6% | -68.9% | -22.5% |
| YTD | -8.2% | -2.9% | -5.3% | -8.3% |
| 1Y | +6.7% | -7.9% | +14.6% | +7.0% |
| 3Y | +60.4% | -46.5% | +106.9% | +65.9% |
| All | +72.1% | -72.5% | +144.6% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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