+38.2%
HCA vs RBRK
+124.5%
-86.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.3% |
| 7D | +5.4% | -7.5% | +12.9% | +5.2% |
| 30D | +3.0% | -10.4% | +13.4% | +2.8% |
| 3M | +13.0% | +21.3% | -8.3% | +13.6% |
| 6M | -20.3% | +50.6% | -70.9% | -19.6% |
| YTD | -8.2% | +13.3% | -21.5% | -7.3% |
| 1Y | +6.7% | +11.2% | -4.5% | +7.8% |
| All | +38.2% | +124.5% | -86.3% | +40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling