+6,034.5%
FIX vs HCA
+487.9%
+5,546.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.9% | -6.9% | -3.7% |
| 7D | +3.5% | +4.9% | -1.4% | +1.7% |
| 30D | -3.5% | +1.9% | -5.4% | -4.4% |
| 3M | -11.8% | +12.7% | -24.5% | -16.8% |
| 6M | +17.8% | -22.3% | +40.1% | +27.6% |
| YTD | +73.3% | -9.3% | +82.6% | +76.5% |
| 1Y | +128.1% | +2.7% | +125.4% | +120.2% |
| 3Y | +772.7% | +57.8% | +714.8% | +590.4% |
| 5Y | +2,166.4% | +70.3% | +2,096.1% | +1,582.3% |
| 10Y | +6,034.5% | +499.7% | +5,534.8% | +3,052.4% |
| All | +6,034.5% | +487.9% | +5,546.6% | +3,052.4% |
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