-3.2%
HCA vs FICO
-39.2%
+36.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -2.8% | -15.4% | +12.6% | -1.6% |
| 30D | -2.7% | -10.4% | +7.6% | -2.0% |
| 3M | +11.5% | -22.7% | +34.2% | +13.8% |
| 6M | -24.3% | -36.8% | +12.5% | -21.8% |
| YTD | -13.6% | -44.8% | +31.2% | -9.6% |
| 1Y | -3.2% | -39.3% | +36.1% | +1.7% |
| All | -3.2% | -39.2% | +36.0% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling