+72.8%
HCA vs RMBS
+265.4%
-192.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.3% |
| 7D | +5.4% | +1.8% | +3.7% | +5.3% |
| 30D | +3.0% | -13.9% | +16.9% | +3.6% |
| 3M | +13.0% | -39.8% | +52.8% | +15.5% |
| 6M | -20.3% | -6.0% | -14.3% | -22.3% |
| YTD | -8.2% | -5.4% | -2.9% | -11.5% |
| 1Y | +6.7% | -1.8% | +8.5% | +1.5% |
| 3Y | +60.4% | +53.7% | +6.7% | +35.5% |
| All | +72.8% | +265.4% | -192.6% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling