+1,731.8%
HCA vs ROK
+568.6%
+1,163.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.2% |
| 7D | +4.9% | +0.2% | +4.7% | +4.8% |
| 30D | +1.9% | -1.8% | +3.7% | +2.5% |
| 3M | +12.7% | -7.2% | +19.9% | +15.2% |
| 6M | -22.3% | +14.2% | -36.5% | -27.2% |
| YTD | -9.3% | +10.6% | -19.9% | -14.7% |
| 1Y | +2.7% | +25.9% | -23.2% | -8.7% |
| 3Y | +57.8% | +50.8% | +7.1% | +22.9% |
| 5Y | +70.3% | +47.0% | +23.3% | +29.9% |
| 10Y | +499.7% | +354.9% | +144.8% | +168.7% |
| All | +1,731.8% | +568.6% | +1,163.1% | +493.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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