+9.0%
HCA vs FTI
+57.1%
-48.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -3.4% | +13.7% | +9.8% |
| 7D | +10.2% | -9.7% | +19.9% | +8.7% |
| 30D | +17.4% | -8.2% | +25.6% | +16.1% |
| 3M | +27.7% | -7.8% | +35.5% | +26.2% |
| 6M | +20.0% | -13.4% | +33.4% | +18.2% |
| YTD | +10.0% | +45.1% | -35.1% | +4.1% |
| 1Y | +9.0% | +54.6% | -45.6% | +6.8% |
| All | +9.0% | +57.1% | -48.1% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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