+72.8%
HCA vs RVTY
-33.1%
+105.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.7% |
| 7D | +5.4% | -4.5% | +10.0% | +6.5% |
| 30D | +3.0% | +5.5% | -2.5% | +1.5% |
| 3M | +13.0% | +22.5% | -9.5% | +7.2% |
| 6M | -20.3% | +38.9% | -59.1% | -27.1% |
| YTD | -8.2% | +28.7% | -37.0% | -15.0% |
| 1Y | +6.7% | +45.5% | -38.8% | -5.1% |
| 3Y | +60.4% | +16.4% | +44.0% | +47.4% |
| All | +72.8% | -33.1% | +105.9% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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