+1,645.7%
HCA vs FITB
+551.3%
+1,094.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.5% |
| 7D | -2.8% | +2.8% | -5.6% | -3.9% |
| 30D | -2.7% | -4.5% | +1.8% | -1.0% |
| 3M | +11.5% | +5.7% | +5.8% | +9.0% |
| 6M | -24.3% | +17.1% | -41.4% | -29.1% |
| YTD | -13.6% | +18.3% | -31.9% | -19.8% |
| 1Y | -3.2% | +23.9% | -27.1% | -12.3% |
| 3Y | +50.4% | +131.1% | -80.7% | +1.5% |
| 5Y | +64.8% | +71.1% | -6.3% | +21.3% |
| 10Y | +456.6% | +283.9% | +172.7% | +159.7% |
| All | +1,645.7% | +551.3% | +1,094.4% | +491.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling