+234.5%
TFC vs HCA
+1,635.7%
-1,401.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | +2.2% | -2.8% | +5.0% | +3.2% |
| 30D | -2.5% | -2.7% | +0.3% | -1.6% |
| 3M | +4.5% | +11.5% | -6.9% | 0.0% |
| 6M | +11.0% | -24.3% | +35.3% | +21.4% |
| YTD | +5.9% | -13.6% | +19.5% | +10.0% |
| 1Y | +14.6% | -3.2% | +17.8% | +13.8% |
| 3Y | +96.7% | +50.4% | +46.3% | +62.4% |
| 5Y | +15.6% | +64.8% | -49.2% | -10.4% |
| 10Y | +98.6% | +456.5% | -357.9% | +1.5% |
| All | +234.5% | +1,635.7% | -1,401.1% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling