+122.0%
HCA vs RL
+250.5%
-128.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.2% |
| 7D | +0.8% | +2.6% | -1.8% | +0.5% |
| 30D | +6.1% | +2.9% | +3.1% | +5.8% |
| 3M | +21.4% | 0.0% | +21.4% | +21.4% |
| 6M | +17.2% | +17.1% | +0.1% | +15.5% |
| YTD | +7.5% | +10.1% | -2.7% | +6.4% |
| 1Y | +6.2% | +17.3% | -11.2% | +4.6% |
| 3Y | +122.0% | +249.3% | -127.3% | +83.0% |
| All | +122.0% | +250.5% | -128.5% | +83.0% |
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 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