+51.2%
HCA vs FICO
+4.8%
+46.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -16.7% | +15.7% | +0.6% |
| 7D | -3.1% | -19.2% | +16.1% | -1.2% |
| 30D | -1.1% | -14.6% | +13.5% | +0.2% |
| 3M | +12.2% | -20.1% | +32.2% | +14.4% |
| 6M | -25.3% | -36.3% | +11.0% | -22.4% |
| YTD | -12.9% | -44.9% | +31.9% | -8.2% |
| 1Y | -0.9% | -38.6% | +37.7% | +3.0% |
| All | +51.2% | +4.8% | +46.3% | +25.2% |
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