+72.8%
HCA vs RRX
+17.8%
+54.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | +0.7% |
| 7D | +5.4% | -0.3% | +5.8% | +5.4% |
| 30D | +3.0% | -6.1% | +9.1% | +4.0% |
| 3M | +13.0% | -23.1% | +36.1% | +16.9% |
| 6M | -20.3% | -19.5% | -0.7% | -19.0% |
| YTD | -8.2% | +16.1% | -24.3% | -14.4% |
| 1Y | +6.7% | +12.9% | -6.2% | -0.4% |
| 3Y | +60.4% | +7.9% | +52.4% | +45.7% |
| All | +72.8% | +17.8% | +54.9% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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