+13,706.5%
FIX vs HCA
+1,648.5%
+12,058.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.2% |
| 7D | +6.0% | -3.1% | +9.1% | +7.1% |
| 30D | -7.2% | -1.1% | -6.1% | -7.1% |
| 3M | -15.9% | +12.2% | -28.0% | -20.3% |
| 6M | +12.7% | -25.3% | +38.1% | +23.0% |
| YTD | +72.8% | -12.9% | +85.7% | +78.1% |
| 1Y | +122.9% | -0.9% | +123.8% | +118.5% |
| 3Y | +774.3% | +47.6% | +726.7% | +626.8% |
| 5Y | +2,049.5% | +67.0% | +1,982.5% | +1,565.7% |
| 10Y | +5,821.5% | +471.4% | +5,350.0% | +2,877.6% |
| All | +13,706.5% | +1,648.5% | +12,058.0% | +4,333.4% |
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 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