+72.8%
HCA vs RIO
+91.0%
-18.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +5.4% | -3.2% | +8.6% | +5.9% |
| 30D | +3.0% | +0.9% | +2.1% | +2.8% |
| 3M | +13.0% | -1.4% | +14.5% | +13.2% |
| 6M | -20.3% | +10.9% | -31.2% | -22.0% |
| YTD | -8.2% | +31.2% | -39.4% | -13.1% |
| 1Y | +6.7% | +67.9% | -61.2% | -3.7% |
| 3Y | +60.4% | +88.8% | -28.4% | +40.2% |
| All | +72.8% | +91.0% | -18.3% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling