+58.5%
HCA vs FDX
+59.1%
-0.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.5% | +5.1% |
| 7D | +4.9% | -2.3% | +7.2% | +5.2% |
| 30D | +1.9% | -4.9% | +6.8% | +2.5% |
| 3M | +12.7% | -6.5% | +19.2% | +13.6% |
| 6M | -22.3% | +6.7% | -29.0% | -23.2% |
| YTD | -9.3% | +33.9% | -43.2% | -12.9% |
| 1Y | +2.7% | +72.2% | -69.4% | -4.2% |
| All | +58.5% | +59.1% | -0.6% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling