+1,754.0%
HCA vs FTI
+148.8%
+1,605.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.1% |
| 7D | +5.4% | -4.4% | +9.8% | +6.6% |
| 30D | +3.0% | +1.5% | +1.5% | +2.5% |
| 3M | +13.0% | +8.2% | +4.8% | +10.2% |
| 6M | -20.3% | +18.8% | -39.1% | -24.5% |
| YTD | -8.2% | +71.7% | -79.9% | -21.1% |
| 1Y | +6.7% | +90.0% | -83.3% | -10.9% |
| 3Y | +60.4% | +270.5% | -210.1% | +7.5% |
| 5Y | +73.4% | +1,084.5% | -1,011.1% | -22.4% |
| 10Y | +506.9% | +302.9% | +204.0% | +200.8% |
| All | +1,754.0% | +148.8% | +1,605.1% | +855.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling