+234.2%
TFC vs HCA
+2,058.6%
-1,824.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +2.3% | +0.8% | +1.4% | +2.0% |
| 30D | +10.8% | +6.1% | +4.7% | +8.3% |
| 3M | -3.8% | +21.4% | -25.2% | -10.6% |
| 6M | +9.6% | +17.2% | -7.6% | +2.6% |
| YTD | +5.8% | +7.5% | -1.7% | +1.4% |
| 1Y | +16.2% | +6.2% | +10.0% | +11.6% |
| 3Y | +96.0% | +122.0% | -26.0% | +40.4% |
| 5Y | +1.7% | +112.2% | -110.5% | -28.1% |
| 10Y | +79.9% | +675.7% | -595.9% | -16.9% |
| All | +234.2% | +2,058.6% | -1,824.4% | +4.9% |
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