+790.7%
FIX vs HCA
+51.3%
+739.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | +6.1% | -2.8% | +8.8% | +6.4% |
| 30D | -2.7% | -2.7% | +0.1% | -2.4% |
| 3M | -10.9% | +11.5% | -22.4% | -13.6% |
| 6M | +29.0% | -24.3% | +53.3% | +37.3% |
| YTD | +76.9% | -13.6% | +90.5% | +82.7% |
| 1Y | +130.7% | -3.2% | +133.9% | +131.6% |
| 3Y | +790.7% | +50.4% | +740.3% | +597.3% |
| All | +790.7% | +51.3% | +739.3% | +597.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling