-0.9%
HCA vs RIG
+97.6%
-98.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -1.1% |
| 7D | -3.1% | +0.9% | -3.9% | -3.1% |
| 30D | -1.1% | +13.8% | -14.9% | -1.0% |
| 3M | +12.2% | -6.4% | +18.6% | +12.5% |
| 6M | -25.3% | -8.2% | -17.2% | -25.1% |
| YTD | -12.9% | +41.6% | -54.6% | -13.7% |
| 1Y | -0.9% | +88.7% | -89.6% | -1.7% |
| All | -0.9% | +97.6% | -98.6% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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