+498.2%
HCA vs FDX
+182.5%
+315.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +5.4% | -3.3% | +8.7% | +6.6% |
| 30D | +3.0% | -4.5% | +7.5% | +4.5% |
| 3M | +13.0% | -7.3% | +20.4% | +15.6% |
| 6M | -20.3% | +7.5% | -27.8% | -23.0% |
| YTD | -8.2% | +35.1% | -43.3% | -18.3% |
| 1Y | +6.7% | +71.4% | -64.7% | -12.8% |
| 3Y | +60.4% | +60.8% | -0.4% | +27.5% |
| 5Y | +73.4% | +65.5% | +8.0% | +30.8% |
| All | +498.2% | +182.5% | +315.7% | +212.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 10y: compounded portfolio wealth divided by compounded FDX 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…
10y analysis · Full analysis span regression · 6 months rolling