+9.0%
HCA vs RNG
+179.4%
-170.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.2% | +10.6% | +10.3% |
| 7D | +10.2% | -9.6% | +19.8% | +10.4% |
| 30D | +17.4% | -1.4% | +18.8% | +17.4% |
| 3M | +27.7% | +28.8% | -1.1% | +27.1% |
| 6M | +20.0% | +65.6% | -45.6% | +19.0% |
| YTD | +10.0% | +171.4% | -161.4% | +10.6% |
| 1Y | +9.0% | +185.3% | -176.3% | +7.1% |
| All | +9.0% | +179.4% | -170.4% | +7.1% |
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