-0.9%
HCA vs RL
+13.6%
-14.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.1% | -1.3% |
| 7D | -3.1% | -0.8% | -2.3% | -3.0% |
| 30D | -1.1% | -7.8% | +6.6% | -0.1% |
| 3M | +12.2% | -4.0% | +16.2% | +12.7% |
| 6M | -25.3% | -1.9% | -23.5% | -25.1% |
| YTD | -12.9% | -0.2% | -12.8% | -12.9% |
| 1Y | -0.9% | +10.7% | -11.6% | -1.2% |
| All | -0.9% | +13.6% | -14.5% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling