+58.2%
HCA vs RIG
-30.5%
+88.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | +2.9% | -4.2% | +7.1% | +3.1% |
| 30D | +2.4% | -0.7% | +3.1% | +2.4% |
| 3M | +13.0% | -4.0% | +17.0% | +13.2% |
| 6M | -21.4% | -6.3% | -15.1% | -21.4% |
| YTD | -9.5% | +39.7% | -49.2% | -11.5% |
| 1Y | +7.5% | +78.1% | -70.6% | +3.6% |
| All | +58.2% | -30.5% | +88.7% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling