+9.0%
HCA vs FIS
-50.5%
+59.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -23.7% | +34.0% | +8.8% |
| 7D | +10.2% | -18.4% | +28.7% | +7.9% |
| 30D | +17.4% | -11.4% | +28.8% | +14.0% |
| 3M | +27.7% | -32.0% | +59.7% | +26.9% |
| 6M | +20.0% | -35.6% | +55.6% | +17.0% |
| YTD | +10.0% | -53.8% | +63.8% | +10.9% |
| 1Y | +9.0% | -51.1% | +60.1% | +8.0% |
| All | +9.0% | -50.5% | +59.5% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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