+72.8%
HCA vs RMD
-23.0%
+95.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | +5.4% | -4.4% | +9.8% | +6.7% |
| 30D | +3.0% | -3.1% | +6.1% | +3.8% |
| 3M | +13.0% | +13.8% | -0.8% | +8.8% |
| 6M | -20.3% | -8.6% | -11.7% | -18.7% |
| YTD | -8.2% | -8.6% | +0.4% | -6.8% |
| 1Y | +6.7% | -19.7% | +26.4% | +12.1% |
| 3Y | +60.4% | +48.4% | +12.0% | +32.6% |
| All | +72.8% | -23.0% | +95.8% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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