+498.3%
HCA vs FTV
+87.0%
+411.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.2% | +5.6% |
| 7D | +4.9% | -1.3% | +6.2% | +5.6% |
| 30D | +1.9% | -9.5% | +11.4% | +7.2% |
| 3M | +12.7% | -10.9% | +23.6% | +19.4% |
| 6M | -22.3% | -0.6% | -21.7% | -22.5% |
| YTD | -9.3% | +1.4% | -10.7% | -11.8% |
| 1Y | +2.7% | +17.6% | -14.9% | -8.3% |
| 3Y | +57.8% | -3.3% | +61.1% | +51.8% |
| 5Y | +70.3% | -0.1% | +70.5% | +57.4% |
| 10Y | +499.7% | +82.5% | +417.2% | +327.4% |
| All | +498.3% | +87.0% | +411.3% | +325.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling