+240.5%
RCL vs HCA
+119.4%
+121.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.9% | -3.8% |
| 7D | -0.2% | -1.3% | +1.1% | 0.0% |
| 30D | +14.4% | +8.7% | +5.7% | +13.0% |
| 3M | +5.2% | +21.0% | -15.8% | +2.3% |
| 6M | +26.1% | +17.0% | +9.2% | +22.8% |
| YTD | +17.4% | +7.8% | +9.5% | +14.6% |
| 1Y | +24.7% | +6.4% | +18.2% | +22.0% |
| All | +240.5% | +119.4% | +121.2% | +152.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling