+72.8%
HCA vs FTI
+1,066.8%
-994.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.3% |
| 7D | +5.4% | -4.4% | +9.8% | +5.8% |
| 30D | +3.0% | +1.5% | +1.5% | +2.8% |
| 3M | +13.0% | +8.2% | +4.8% | +11.9% |
| 6M | -20.3% | +18.8% | -39.1% | -22.0% |
| YTD | -8.2% | +71.7% | -79.9% | -14.0% |
| 1Y | +6.7% | +90.0% | -83.3% | -1.3% |
| 3Y | +60.4% | +270.5% | -210.1% | +33.7% |
| All | +72.8% | +1,066.8% | -994.0% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling