+72.8%
HCA vs RNG
-68.4%
+141.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.4% |
| 7D | +5.4% | -6.1% | +11.5% | +6.0% |
| 30D | +3.0% | +9.6% | -6.6% | +2.1% |
| 3M | +13.0% | +83.3% | -70.3% | +6.9% |
| 6M | -20.3% | +77.9% | -98.2% | -24.9% |
| YTD | -8.2% | +139.9% | -148.2% | -16.8% |
| 1Y | +6.7% | +121.7% | -115.0% | -2.8% |
| 3Y | +60.4% | +121.9% | -61.5% | +42.2% |
| All | +72.8% | -68.4% | +141.1% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling