+8.0%
HCA vs RBRK
+46.1%
-38.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -11.1% | +10.5% | -1.3% |
| 7D | +6.1% | -20.9% | +27.0% | +4.5% |
| 30D | +17.4% | -15.9% | +33.4% | +16.2% |
| 3M | +24.1% | +24.7% | -0.6% | +27.3% |
| 6M | +18.8% | +85.1% | -66.3% | +26.5% |
| YTD | +9.3% | +38.3% | -29.0% | +14.6% |
| 1Y | +8.0% | +46.2% | -38.2% | +13.5% |
| All | +8.0% | +46.1% | -38.1% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling