+650.3%
HCA vs RACE
+729.2%
-78.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.8% |
| 7D | +0.8% | -1.2% | +2.0% | +1.2% |
| 30D | +6.1% | +6.1% | -0.1% | +4.1% |
| 3M | +21.4% | -0.3% | +21.7% | +21.4% |
| 6M | +17.2% | +23.4% | -6.3% | +8.5% |
| YTD | +7.5% | +12.5% | -5.1% | +2.0% |
| 1Y | +6.2% | -0.5% | +6.6% | +5.0% |
| 3Y | +122.0% | +23.6% | +98.4% | +92.3% |
| 5Y | +112.2% | +65.4% | +46.7% | +59.2% |
| All | +650.3% | +729.2% | -78.9% | +239.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling