+9,859.4%
FIX vs HCA
+2,088.8%
+7,770.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.7% | +4.9% |
| 7D | +6.4% | -0.9% | +7.4% | +6.8% |
| 30D | -29.1% | +10.3% | -39.4% | -32.0% |
| 3M | -31.1% | +23.2% | -54.4% | -36.6% |
| 6M | -42.8% | +19.1% | -62.0% | -47.3% |
| YTD | +24.6% | +9.0% | +15.7% | +18.0% |
| 1Y | +21.9% | +10.2% | +11.7% | +14.8% |
| 3Y | +524.9% | +122.4% | +402.5% | +346.9% |
| 5Y | +1,092.2% | +116.3% | +975.9% | +739.5% |
| 10Y | +3,759.0% | +686.6% | +3,072.5% | +1,649.3% |
| All | +9,859.4% | +2,088.8% | +7,770.6% | +2,837.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling