+71.1%
HCA vs FITB
+68.4%
+2.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.3% |
| 7D | +2.9% | -1.0% | +3.9% | +3.2% |
| 30D | +2.4% | -5.5% | +7.9% | +3.9% |
| 3M | +13.0% | +4.1% | +8.9% | +11.8% |
| 6M | -21.4% | +18.7% | -40.1% | -24.9% |
| YTD | -9.5% | +18.2% | -27.6% | -13.8% |
| 1Y | +7.5% | +23.7% | -16.1% | +0.9% |
| 3Y | +57.6% | +130.8% | -73.2% | +19.8% |
| 5Y | +71.1% | +69.8% | +1.3% | +41.5% |
| All | +71.1% | +68.4% | +2.7% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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