+108.4%
HCA vs FICO
+81.4%
+27.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +4.6% | -0.9% | +5.5% | +4.7% |
| 30D | +12.7% | +3.3% | +9.4% | +11.7% |
| 3M | +21.3% | -31.7% | +53.0% | +26.8% |
| 6M | +15.7% | -34.0% | +49.7% | +21.0% |
| YTD | +6.6% | -58.3% | +64.9% | +19.8% |
| 1Y | +5.7% | -57.9% | +63.7% | +18.6% |
| 3Y | +119.2% | -24.1% | +143.3% | +99.6% |
| All | +108.4% | +81.4% | +27.0% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling