-22.3%
HCA vs RIG
-3.9%
-18.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +4.8% |
| 7D | +4.9% | -8.2% | +13.1% | +3.9% |
| 30D | +1.9% | -0.2% | +2.1% | +1.9% |
| 3M | +12.7% | -2.7% | +15.5% | +12.8% |
| 6M | -22.3% | -7.5% | -14.9% | -22.4% |
| All | -22.3% | -3.9% | -18.5% | -22.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling