+498.2%
HCA vs FIS
-39.8%
+537.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +5.4% | -7.9% | +13.3% | +8.5% |
| 30D | +3.0% | -8.0% | +10.9% | +5.9% |
| 3M | +13.0% | +0.6% | +12.4% | +12.2% |
| 6M | -20.3% | -22.2% | +1.9% | -13.5% |
| YTD | -8.2% | -40.8% | +32.6% | +10.2% |
| 1Y | +6.7% | -41.5% | +48.2% | +28.3% |
| 3Y | +60.4% | -25.5% | +85.9% | +67.8% |
| 5Y | +73.4% | -64.8% | +138.2% | +150.1% |
| All | +498.2% | -39.8% | +537.9% | +628.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling