+9.0%
HCA vs RMBS
-18.2%
+27.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -6.0% | +16.3% | +9.7% |
| 7D | +10.2% | -8.9% | +19.2% | +9.4% |
| 30D | +17.4% | -24.8% | +42.3% | +14.6% |
| 3M | +27.7% | -17.6% | +45.2% | +25.9% |
| 6M | +20.0% | -25.7% | +45.7% | +17.6% |
| YTD | +10.0% | -9.8% | +19.8% | +7.6% |
| 1Y | +9.0% | -17.4% | +26.4% | +6.2% |
| All | +9.0% | -18.2% | +27.2% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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