+58.5%
HCA vs RL
+198.9%
-140.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.3% | +8.3% | +5.2% |
| 7D | +4.9% | -0.3% | +5.2% | +4.9% |
| 30D | +1.9% | -17.5% | +19.4% | +3.7% |
| 3M | +12.7% | -14.0% | +26.7% | +14.2% |
| 6M | -22.3% | -2.0% | -20.4% | -22.2% |
| YTD | -9.3% | -4.6% | -4.7% | -9.1% |
| 1Y | +2.7% | +9.5% | -6.8% | +1.9% |
| All | +58.5% | +198.9% | -140.4% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling