+6.7%
HCA vs RL
+8.8%
-2.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.6% | +1.3% |
| 7D | +5.4% | -3.4% | +8.9% | +5.9% |
| 30D | +3.0% | -14.4% | +17.4% | +5.2% |
| 3M | +13.0% | -13.6% | +26.6% | +15.1% |
| 6M | -20.3% | +0.6% | -20.8% | -20.0% |
| YTD | -8.2% | -3.6% | -4.6% | -7.8% |
| 1Y | +6.7% | +8.3% | -1.6% | +6.0% |
| All | +6.7% | +8.8% | -2.1% | +6.0% |
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