+1,645.7%
HCA vs FIS
+65.8%
+1,579.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | +1.7% |
| 7D | -2.8% | -3.5% | +0.7% | -1.5% |
| 30D | -2.7% | -7.8% | +5.1% | +0.2% |
| 3M | +11.5% | +0.8% | +10.7% | +10.6% |
| 6M | -24.3% | -21.9% | -2.4% | -17.3% |
| YTD | -13.6% | -39.5% | +25.9% | +4.3% |
| 1Y | -3.2% | -41.0% | +37.8% | +17.6% |
| 3Y | +50.4% | -23.6% | +74.0% | +57.0% |
| 5Y | +64.8% | -65.6% | +130.4% | +140.8% |
| 10Y | +456.5% | -40.2% | +496.8% | +504.1% |
| All | +1,645.7% | +65.8% | +1,579.9% | +920.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling