+837.2%
HCA vs USFR
+27.6%
+809.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.2% |
| 7D | +2.9% | +0.1% | +2.9% | +2.9% |
| 30D | +2.4% | +0.3% | +2.1% | +2.3% |
| 3M | +13.0% | +1.0% | +12.1% | +12.8% |
| 6M | -21.4% | +1.9% | -23.3% | -21.7% |
| YTD | -9.5% | +2.7% | -12.1% | -10.0% |
| 1Y | +7.5% | +4.0% | +3.5% | +6.6% |
| 3Y | +57.6% | +14.1% | +43.5% | +53.0% |
| 5Y | +71.1% | +20.5% | +50.6% | +63.7% |
| 10Y | +498.8% | +28.0% | +470.8% | +470.3% |
| All | +837.2% | +27.6% | +809.5% | +789.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling