+72.8%
HCA vs RGEN
-44.2%
+117.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +5.4% | -1.4% | +6.9% | +5.6% |
| 30D | +3.0% | -0.3% | +3.3% | +2.9% |
| 3M | +13.0% | +23.9% | -10.9% | +10.0% |
| 6M | -20.3% | +38.5% | -58.8% | -23.7% |
| YTD | -8.2% | +0.8% | -9.0% | -8.9% |
| 1Y | +6.7% | +38.2% | -31.5% | +1.4% |
| 3Y | +60.4% | +1.3% | +59.1% | +53.9% |
| All | +72.8% | -44.2% | +117.0% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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