+3,644.4%
FIX vs HCA
+652.5%
+2,991.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -13.9% | +9.0% | -22.9% | -17.1% |
| 30D | -35.5% | +11.8% | -47.4% | -38.7% |
| 3M | -33.9% | +22.1% | -56.0% | -39.4% |
| 6M | -43.3% | +16.4% | -59.7% | -47.7% |
| YTD | +18.7% | +8.6% | +10.0% | +12.0% |
| 1Y | +13.8% | +10.6% | +3.2% | +6.4% |
| 3Y | +495.0% | +121.7% | +373.3% | +303.6% |
| 5Y | +1,049.0% | +114.5% | +934.6% | +663.3% |
| 10Y | +3,644.4% | +657.1% | +2,987.3% | +1,520.4% |
| All | +3,644.4% | +652.5% | +2,991.9% | +1,520.4% |
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