+6.7%
HCA vs FIS
-40.5%
+47.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +5.4% | -7.9% | +13.3% | +6.2% |
| 30D | +3.0% | -8.0% | +10.9% | +3.7% |
| 3M | +13.0% | +0.6% | +12.4% | +13.7% |
| 6M | -20.3% | -22.2% | +1.9% | -20.8% |
| YTD | -8.2% | -40.8% | +32.6% | -6.1% |
| 1Y | +6.7% | -41.5% | +48.2% | +9.0% |
| All | +6.7% | -40.5% | +47.2% | +9.0% |
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