+8,623.7%
FIX vs HCA
+2,041.0%
+6,582.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.5% | +7.9% | +6.2% |
| 7D | -17.5% | +4.6% | -22.1% | -19.3% |
| 30D | -41.6% | +12.7% | -54.3% | -44.4% |
| 3M | -40.6% | +21.3% | -61.9% | -45.0% |
| 6M | -49.4% | +15.7% | -65.1% | -53.0% |
| YTD | +9.2% | +6.6% | +2.6% | +4.0% |
| 1Y | +6.5% | +5.7% | +0.7% | +1.5% |
| 3Y | +448.7% | +119.2% | +329.5% | +293.8% |
| 5Y | +948.7% | +107.9% | +840.8% | +647.8% |
| 10Y | +3,659.7% | +610.7% | +3,049.0% | +1,642.7% |
| All | +8,623.7% | +2,041.0% | +6,582.7% | +2,489.2% |
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