+72.8%
HCA vs USFR
+20.6%
+52.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +5.4% | +0.1% | +5.3% | +5.6% |
| 30D | +3.0% | +0.4% | +2.6% | +3.4% |
| 3M | +13.0% | +1.0% | +12.0% | +14.3% |
| 6M | -20.3% | +2.0% | -22.2% | -18.4% |
| YTD | -8.2% | +2.8% | -11.0% | -5.4% |
| 1Y | +6.7% | +4.1% | +2.6% | +11.0% |
| 3Y | +60.4% | +14.1% | +46.2% | +78.0% |
| All | +72.8% | +20.6% | +52.2% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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