+71.1%
HCA vs RRC
+150.0%
-78.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | +2.9% | -1.2% | +4.1% | +3.1% |
| 30D | +2.4% | +3.0% | -0.6% | +2.1% |
| 3M | +13.0% | +7.3% | +5.8% | +12.1% |
| 6M | -21.4% | +3.6% | -24.9% | -21.9% |
| YTD | -9.5% | +19.4% | -28.8% | -11.6% |
| 1Y | +7.5% | +21.4% | -13.9% | +4.5% |
| 3Y | +57.6% | +32.8% | +24.8% | +48.9% |
| 5Y | +71.1% | +152.0% | -80.9% | +49.7% |
| All | +71.1% | +150.0% | -78.8% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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