-53.1%
FISV vs HCA
+71.9%
-125.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.4% | +4.1% | +5.1% |
| 7D | -2.7% | +5.4% | -8.1% | -3.9% |
| 30D | 0.0% | +3.0% | -2.9% | -0.7% |
| 3M | -2.8% | +13.0% | -15.8% | -5.7% |
| 6M | -11.8% | -20.3% | +8.4% | -7.7% |
| YTD | -23.2% | -8.2% | -15.0% | -22.5% |
| 1Y | -62.0% | +6.7% | -68.7% | -63.2% |
| 3Y | -57.6% | +60.4% | -118.0% | -64.5% |
| All | -53.1% | +71.9% | -125.1% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling