+58.2%
HCA vs FDS
-36.6%
+94.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.8% | +5.7% | +0.4% |
| 7D | +2.9% | -16.0% | +18.9% | +4.6% |
| 30D | +2.4% | -6.7% | +9.1% | +2.9% |
| 3M | +13.0% | +6.0% | +7.1% | +12.3% |
| 6M | -21.4% | +25.1% | -46.5% | -22.9% |
| YTD | -9.5% | -8.1% | -1.3% | -7.5% |
| 1Y | +7.5% | -26.0% | +33.6% | +14.8% |
| All | +58.2% | -36.6% | +94.9% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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