+652.7%
HCA vs FICO
+524.6%
+128.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | -1.3% | +1.4% | -2.8% | -1.7% |
| 30D | +8.7% | -0.8% | +9.4% | +8.4% |
| 3M | +21.0% | -31.3% | +52.3% | +30.2% |
| 6M | +17.0% | -33.9% | +50.9% | +25.8% |
| YTD | +7.8% | -57.6% | +65.4% | +30.2% |
| 1Y | +6.4% | -59.7% | +66.1% | +30.5% |
| 3Y | +120.0% | -28.0% | +148.0% | +100.6% |
| 5Y | +112.9% | +91.0% | +21.9% | +22.2% |
| All | +652.7% | +524.6% | +128.1% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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