-0.9%
HCA vs RNG
+144.7%
-145.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -1.0% |
| 7D | -3.1% | +5.8% | -8.8% | -3.1% |
| 30D | -1.1% | +19.6% | -20.7% | -1.4% |
| 3M | +12.2% | +67.0% | -54.9% | +11.4% |
| 6M | -25.3% | +88.4% | -113.7% | -25.6% |
| YTD | -12.9% | +155.5% | -168.4% | -12.8% |
| 1Y | -0.9% | +141.7% | -142.6% | -0.4% |
| All | -0.9% | +144.7% | -145.7% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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