+448.7%
FIX vs HCA
+118.8%
+329.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.5% | +7.9% | +5.5% |
| 7D | -17.5% | +4.6% | -22.1% | -17.4% |
| 30D | -41.6% | +12.7% | -54.3% | -42.0% |
| 3M | -40.6% | +21.3% | -61.9% | -41.5% |
| 6M | -49.4% | +15.7% | -65.1% | -49.6% |
| YTD | +9.2% | +6.6% | +2.6% | +10.7% |
| 1Y | +6.5% | +5.7% | +0.7% | +8.0% |
| 3Y | +448.7% | +119.2% | +329.5% | +286.3% |
| All | +448.7% | +118.8% | +329.9% | +286.3% |
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