+72.8%
HCA vs ROP
-16.2%
+88.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +5.4% | -4.6% | +10.0% | +7.3% |
| 30D | +3.0% | -1.7% | +4.7% | +3.5% |
| 3M | +13.0% | +17.1% | -4.0% | +6.2% |
| 6M | -20.3% | +10.9% | -31.1% | -23.7% |
| YTD | -8.2% | -12.1% | +3.9% | -3.4% |
| 1Y | +6.7% | -24.2% | +30.9% | +20.8% |
| 3Y | +60.4% | -20.4% | +80.8% | +71.0% |
| All | +72.8% | -16.2% | +88.9% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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