+72.8%
HCA vs RIG
+59.7%
+13.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.5% |
| 7D | +5.4% | -3.1% | +8.5% | +5.6% |
| 30D | +3.0% | -0.5% | +3.5% | +2.9% |
| 3M | +13.0% | -6.0% | +19.0% | +13.3% |
| 6M | -20.3% | -10.1% | -10.1% | -20.1% |
| YTD | -8.2% | +37.3% | -45.5% | -11.1% |
| 1Y | +6.7% | +73.9% | -67.2% | +1.1% |
| 3Y | +60.4% | -30.2% | +90.6% | +61.3% |
| All | +72.8% | +59.7% | +13.1% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling