+657.1%
HCA vs FICO
+535.6%
+121.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.3% |
| 7D | +9.0% | +0.9% | +8.1% | +8.6% |
| 30D | +11.8% | +9.4% | +2.4% | +8.4% |
| 3M | +22.1% | -30.4% | +52.5% | +30.9% |
| 6M | +16.4% | -35.1% | +51.5% | +25.9% |
| YTD | +8.6% | -56.8% | +65.4% | +30.5% |
| 1Y | +10.6% | -58.4% | +69.0% | +34.3% |
| 3Y | +121.7% | -26.7% | +148.4% | +101.2% |
| 5Y | +114.5% | +88.0% | +26.4% | +24.6% |
| 10Y | +657.1% | +545.7% | +111.3% | +173.7% |
| All | +657.1% | +535.6% | +121.5% | +173.7% |
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