+6.7%
HCA vs FDX
+76.4%
-69.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +5.4% | -3.3% | +8.7% | +6.0% |
| 30D | +3.0% | -4.5% | +7.5% | +3.8% |
| 3M | +13.0% | -7.3% | +20.4% | +14.5% |
| 6M | -20.3% | +7.5% | -27.8% | -22.0% |
| YTD | -8.2% | +35.1% | -43.3% | -15.7% |
| 1Y | +6.7% | +71.4% | -64.7% | -7.0% |
| All | +6.7% | +76.4% | -69.7% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling