+128.1%
FIX vs HCA
+2.1%
+126.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.9% | -6.9% | -1.7% |
| 7D | +3.5% | +4.9% | -1.4% | +3.8% |
| 30D | -3.5% | +1.9% | -5.4% | -3.3% |
| 3M | -11.8% | +12.7% | -24.5% | -12.4% |
| 6M | +17.8% | -22.3% | +40.1% | +25.5% |
| YTD | +73.3% | -9.3% | +82.6% | +84.0% |
| 1Y | +128.1% | +2.7% | +125.4% | +160.9% |
| All | +128.1% | +2.1% | +126.0% | +160.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling