+1,645.7%
HCA vs RVTY
+402.1%
+1,243.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.1% |
| 7D | -2.8% | +0.4% | -3.2% | -3.0% |
| 30D | -2.7% | +10.8% | -13.6% | -6.6% |
| 3M | +11.5% | +26.8% | -15.3% | +1.5% |
| 6M | -24.3% | +39.3% | -63.6% | -34.2% |
| YTD | -13.6% | +31.6% | -45.2% | -24.0% |
| 1Y | -3.2% | +47.7% | -50.9% | -19.3% |
| 3Y | +50.4% | +19.9% | +30.5% | +29.4% |
| 5Y | +64.8% | -32.3% | +97.1% | +78.9% |
| 10Y | +456.5% | +138.4% | +318.1% | +207.8% |
| All | +1,645.7% | +402.1% | +1,243.7% | +581.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling