+1,754.0%
HCA vs RSG
+934.1%
+819.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.9% |
| 7D | +5.4% | 0.0% | +5.4% | +5.4% |
| 30D | +3.0% | +4.0% | -1.0% | +0.6% |
| 3M | +13.0% | +7.4% | +5.6% | +8.2% |
| 6M | -20.3% | +0.1% | -20.4% | -20.7% |
| YTD | -8.2% | +6.0% | -14.3% | -12.1% |
| 1Y | +6.7% | -3.0% | +9.7% | +7.6% |
| 3Y | +60.4% | +56.5% | +3.9% | +16.5% |
| 5Y | +73.4% | +90.9% | -17.5% | +9.3% |
| 10Y | +506.9% | +428.7% | +78.2% | +112.9% |
| All | +1,754.0% | +934.1% | +819.8% | +322.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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