+194.2%
HCA vs RVMD
+620.8%
-426.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | +0.1% |
| 7D | +2.9% | -3.6% | +6.5% | +3.3% |
| 30D | +2.4% | -1.1% | +3.4% | +2.4% |
| 3M | +13.0% | +41.0% | -28.0% | +8.9% |
| 6M | -21.4% | +105.7% | -127.1% | -28.1% |
| YTD | -9.5% | +155.3% | -164.8% | -20.0% |
| 1Y | +7.5% | +402.7% | -395.2% | -12.8% |
| 3Y | +57.6% | +533.1% | -475.5% | +19.1% |
| 5Y | +71.1% | +583.5% | -512.4% | +20.3% |
| All | +194.2% | +620.8% | -426.7% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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