+498.2%
HCA vs FTV
+80.7%
+417.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.2% |
| 7D | +5.4% | -4.0% | +9.4% | +7.6% |
| 30D | +3.0% | -11.0% | +14.0% | +9.3% |
| 3M | +13.0% | -8.4% | +21.4% | +18.1% |
| 6M | -20.3% | -2.6% | -17.7% | -19.6% |
| YTD | -8.2% | -0.6% | -7.6% | -9.8% |
| 1Y | +6.7% | +11.0% | -4.3% | -1.8% |
| 3Y | +60.4% | -6.3% | +66.7% | +57.0% |
| 5Y | +73.4% | -1.5% | +75.0% | +61.1% |
| All | +498.2% | +80.7% | +417.5% | +358.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling