+1,731.8%
HCA vs RIO
+328.7%
+1,403.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +5.0% |
| 7D | +4.9% | +1.0% | +4.0% | +4.6% |
| 30D | +1.9% | +4.0% | -2.1% | +0.8% |
| 3M | +12.7% | +4.5% | +8.2% | +11.0% |
| 6M | -22.3% | +17.3% | -39.7% | -26.3% |
| YTD | -9.3% | +36.2% | -45.5% | -17.8% |
| 1Y | +2.7% | +76.1% | -73.4% | -13.6% |
| 3Y | +57.8% | +102.5% | -44.7% | +25.5% |
| 5Y | +70.3% | +103.5% | -33.2% | +31.7% |
| 10Y | +499.7% | +619.2% | -119.5% | +218.0% |
| All | +1,731.8% | +328.7% | +1,403.1% | +1,020.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling