+1,729.1%
HCA vs RJF
+767.4%
+961.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.3% |
| 7D | +2.9% | -4.2% | +7.1% | +4.7% |
| 30D | +2.4% | -3.6% | +6.0% | +3.8% |
| 3M | +13.0% | +15.6% | -2.6% | +6.8% |
| 6M | -21.4% | +17.6% | -39.0% | -26.4% |
| YTD | -9.5% | +9.2% | -18.7% | -13.3% |
| 1Y | +7.5% | +5.5% | +2.0% | +4.1% |
| 3Y | +57.6% | +70.3% | -12.7% | +21.0% |
| 5Y | +71.1% | +106.0% | -34.9% | +18.4% |
| 10Y | +498.8% | +425.1% | +73.7% | +164.7% |
| All | +1,729.1% | +767.4% | +961.7% | +460.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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