+1,645.7%
HCA vs RRC
-6.9%
+1,652.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | -2.8% | -1.2% | -1.6% | -2.6% |
| 30D | -2.7% | +9.4% | -12.2% | -3.9% |
| 3M | +11.5% | +7.4% | +4.1% | +10.3% |
| 6M | -24.3% | +1.5% | -25.8% | -24.7% |
| YTD | -13.6% | +19.4% | -33.0% | -16.1% |
| 1Y | -3.2% | +24.2% | -27.4% | -6.8% |
| 3Y | +50.4% | +32.8% | +17.6% | +41.1% |
| 5Y | +64.8% | +152.9% | -88.1% | +36.3% |
| 10Y | +456.5% | +3.9% | +452.7% | +362.1% |
| All | +1,645.7% | -6.9% | +1,652.6% | +1,306.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling