+2,071.1%
HCA vs FDX
+445.0%
+1,626.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.9% |
| 7D | +0.8% | +5.2% | -4.4% | -1.0% |
| 30D | +6.1% | +11.3% | -5.2% | +2.0% |
| 3M | +21.4% | -4.1% | +25.5% | +23.1% |
| 6M | +17.2% | +9.6% | +7.5% | +12.5% |
| YTD | +7.5% | +40.9% | -33.4% | -6.6% |
| 1Y | +6.2% | +53.0% | -46.9% | -10.7% |
| 3Y | +122.0% | +74.1% | +47.9% | +68.7% |
| 5Y | +112.2% | +75.1% | +37.1% | +54.1% |
| 10Y | +675.7% | +156.9% | +518.8% | +314.1% |
| All | +2,071.1% | +445.0% | +1,626.1% | +668.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling