+71.1%
HCA vs FIS
-65.9%
+137.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.4% |
| 7D | +2.9% | -8.9% | +11.8% | +4.8% |
| 30D | +2.4% | -9.9% | +12.3% | +4.4% |
| 3M | +13.0% | 0.0% | +13.1% | +12.9% |
| 6M | -21.4% | -22.9% | +1.5% | -17.7% |
| YTD | -9.5% | -40.9% | +31.4% | +0.2% |
| 1Y | +7.5% | -40.4% | +48.0% | +18.6% |
| 3Y | +57.6% | -25.4% | +83.0% | +62.4% |
| 5Y | +71.1% | -64.8% | +135.9% | +109.9% |
| All | +71.1% | -65.9% | +137.0% | +109.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling