+60.4%
HCA vs RIO
+88.2%
-27.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +5.4% | -3.2% | +8.6% | +5.8% |
| 30D | +3.0% | +0.9% | +2.1% | +2.9% |
| 3M | +13.0% | -1.4% | +14.5% | +13.5% |
| 6M | -20.3% | +10.9% | -31.2% | -21.4% |
| YTD | -8.2% | +31.2% | -39.4% | -11.9% |
| 1Y | +6.7% | +67.9% | -61.2% | -1.3% |
| 3Y | +60.4% | +88.8% | -28.4% | +45.4% |
| All | +60.4% | +88.2% | -27.8% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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