-34.5%
RBLX vs HCA
+140.3%
-174.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.2% |
| 7D | +5.1% | +5.4% | -0.4% | +4.2% |
| 30D | +28.0% | +3.0% | +25.0% | +27.3% |
| 3M | +4.6% | +13.0% | -8.4% | +2.1% |
| 6M | -24.7% | -20.3% | -4.4% | -22.1% |
| YTD | -43.8% | -8.2% | -35.6% | -43.8% |
| 1Y | -65.8% | +6.7% | -72.5% | -66.9% |
| 3Y | +59.4% | +60.4% | -1.0% | +36.2% |
| 5Y | -48.2% | +73.4% | -121.7% | -60.5% |
| All | -34.5% | +140.3% | -174.8% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 10y: compounded portfolio wealth divided by compounded HCA 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…
10y analysis · Full analysis span regression · 6 months rolling