+331.2%
RCL vs HCA
+503.4%
-172.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | -2.5% | +2.9% | -5.4% | -4.3% |
| 30D | -15.7% | +2.4% | -18.0% | -17.1% |
| 3M | -3.6% | +13.0% | -16.7% | -11.6% |
| 6M | -8.7% | -21.4% | +12.7% | +4.2% |
| YTD | -6.2% | -9.5% | +3.3% | -3.7% |
| 1Y | -22.9% | +7.5% | -30.4% | -29.9% |
| 3Y | +173.6% | +57.6% | +116.0% | +79.0% |
| 5Y | +226.6% | +71.1% | +155.4% | +90.2% |
| All | +331.2% | +503.4% | -172.2% | +32.3% |
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