+2,078.1%
HCA vs RBA
+418.2%
+1,659.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | +8.7% | +6.8% | +1.8% | +6.7% |
| 3M | +21.0% | +9.5% | +11.5% | +17.9% |
| 6M | +17.0% | -8.2% | +25.2% | +18.6% |
| YTD | +7.8% | -7.7% | +15.5% | +8.3% |
| 1Y | +6.4% | -6.9% | +13.3% | +6.5% |
| 3Y | +120.0% | +61.6% | +58.4% | +84.7% |
| 5Y | +112.9% | +44.7% | +68.1% | +79.7% |
| 10Y | +678.2% | +205.3% | +472.9% | +402.6% |
| All | +2,078.1% | +418.2% | +1,659.9% | +1,075.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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