+1,658.7%
HCA vs ROL
+671.7%
+987.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -3.1% | -1.4% | -1.6% | -2.5% |
| 30D | -1.1% | -4.1% | +3.0% | +0.4% |
| 3M | +12.2% | -22.5% | +34.7% | +22.8% |
| 6M | -25.3% | -37.7% | +12.3% | -11.5% |
| YTD | -12.9% | -39.6% | +26.6% | +3.8% |
| 1Y | -0.9% | -36.0% | +35.1% | +15.2% |
| 3Y | +47.6% | -5.1% | +52.8% | +45.3% |
| 5Y | +67.0% | -3.4% | +70.3% | +59.7% |
| 10Y | +471.4% | +215.2% | +256.2% | +201.6% |
| All | +1,658.7% | +671.7% | +987.0% | +481.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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