+982.4%
HCA vs RNG
+305.9%
+676.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.0% |
| 7D | +4.9% | -4.1% | +9.0% | +5.3% |
| 30D | +1.9% | +8.6% | -6.8% | +0.9% |
| 3M | +12.7% | +78.0% | -65.2% | +5.9% |
| 6M | -22.3% | +67.0% | -89.4% | -27.2% |
| YTD | -9.3% | +142.4% | -151.8% | -19.1% |
| 1Y | +2.7% | +120.4% | -117.7% | -7.6% |
| 3Y | +57.8% | +122.1% | -64.3% | +38.0% |
| 5Y | +70.3% | -69.8% | +140.2% | +76.5% |
| 10Y | +499.7% | +223.4% | +276.3% | +340.4% |
| All | +982.4% | +305.9% | +676.6% | +686.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling