+1,658.7%
HCA vs FICO
+3,307.2%
-1,648.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -16.7% | +15.7% | +3.8% |
| 7D | -3.1% | -19.2% | +16.1% | +2.5% |
| 30D | -1.1% | -14.6% | +13.5% | +2.6% |
| 3M | +12.2% | -20.1% | +32.2% | +17.7% |
| 6M | -25.3% | -36.3% | +11.0% | -17.6% |
| YTD | -12.9% | -44.9% | +31.9% | -0.2% |
| 1Y | -0.9% | -38.6% | +37.7% | +8.4% |
| 3Y | +47.6% | +4.0% | +43.6% | +26.2% |
| 5Y | +67.0% | +99.5% | -32.6% | +7.7% |
| 10Y | +471.4% | +604.7% | -133.2% | +129.2% |
| All | +1,658.7% | +3,307.2% | -1,648.6% | +339.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling