+1,645.7%
HCA vs FDS
+236.0%
+1,409.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | +0.9% |
| 7D | -2.8% | -5.4% | +2.6% | -0.8% |
| 30D | -2.7% | +1.6% | -4.3% | -3.6% |
| 3M | +11.5% | +17.7% | -6.3% | +3.8% |
| 6M | -24.3% | +29.1% | -53.3% | -33.1% |
| YTD | -13.6% | +1.0% | -14.6% | -16.6% |
| 1Y | -3.2% | -21.6% | +18.4% | +3.4% |
| 3Y | +50.4% | -30.1% | +80.5% | +65.7% |
| 5Y | +64.8% | -20.7% | +85.5% | +68.1% |
| 10Y | +456.5% | +78.3% | +378.3% | +275.5% |
| All | +1,645.7% | +236.0% | +1,409.8% | +707.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling