+95.6%
TFC vs HCA
+511.6%
-416.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | -0.4% |
| 7D | -2.4% | +5.4% | -7.8% | -4.6% |
| 30D | -3.4% | +3.0% | -6.3% | -4.8% |
| 3M | +0.4% | +13.0% | -12.6% | -5.3% |
| 6M | +12.7% | -20.3% | +32.9% | +22.6% |
| YTD | +5.6% | -8.2% | +13.8% | +7.6% |
| 1Y | +16.0% | +6.7% | +9.3% | +10.2% |
| 3Y | +94.0% | +60.4% | +33.6% | +48.4% |
| 5Y | +16.2% | +73.4% | -57.3% | -17.8% |
| All | +95.6% | +511.6% | -416.0% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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