+165.9%
HCA vs RDW
-0.7%
+166.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.4% |
| 7D | +5.4% | +0.9% | +4.6% | +5.4% |
| 30D | +3.0% | -21.3% | +24.3% | +3.8% |
| 3M | +13.0% | -37.9% | +50.9% | +14.6% |
| 6M | -20.3% | +12.3% | -32.5% | -22.0% |
| YTD | -8.2% | +39.7% | -48.0% | -11.7% |
| 1Y | +6.7% | +25.7% | -19.0% | +2.5% |
| 3Y | +60.4% | +230.8% | -170.5% | +36.4% |
| 5Y | +73.4% | -8.8% | +82.2% | +46.5% |
| All | +165.9% | -0.7% | +166.6% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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