+114.5%
HCA vs RCAT
+41.8%
+72.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.3% |
| 7D | +0.8% | -5.9% | +6.8% | +0.9% |
| 30D | +6.1% | -19.7% | +25.7% | +6.2% |
| 3M | +21.4% | -62.9% | +84.3% | +22.6% |
| 6M | +17.2% | -59.6% | +76.7% | +17.7% |
| YTD | +7.5% | -52.1% | +59.5% | +7.1% |
| 1Y | +6.2% | -50.9% | +57.1% | +5.6% |
| 3Y | +122.0% | +333.8% | -211.8% | +96.7% |
| All | +114.5% | +41.8% | +72.8% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 5y: compounded portfolio wealth divided by compounded RCAT 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…
5y analysis · Full analysis span regression · 6 months rolling