+122.0%
HCA vs FICO
-27.8%
+149.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +0.8% | +2.2% | -1.4% | +0.6% |
| 30D | +6.1% | +0.1% | +6.0% | +5.9% |
| 3M | +21.4% | -35.2% | +56.6% | +25.2% |
| 6M | +17.2% | -32.4% | +49.5% | +20.5% |
| YTD | +7.5% | -57.4% | +64.9% | +14.4% |
| 1Y | +6.2% | -58.5% | +64.7% | +13.3% |
| 3Y | +122.0% | -28.9% | +150.9% | +114.5% |
| All | +122.0% | -27.8% | +149.8% | +114.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling