+227.1%
RCL vs HCA
+73.0%
+154.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.9% | -6.7% | -3.6% |
| 7D | -2.2% | +4.9% | -7.1% | -4.0% |
| 30D | -15.7% | +1.9% | -17.5% | -16.3% |
| 3M | -8.0% | +12.7% | -20.7% | -12.4% |
| 6M | -10.1% | -22.3% | +12.2% | -2.0% |
| YTD | -5.9% | -9.3% | +3.4% | -4.3% |
| 1Y | -23.5% | +2.7% | -26.2% | -26.7% |
| 3Y | +174.4% | +57.8% | +116.6% | +104.2% |
| 5Y | +227.1% | +70.3% | +156.8% | +104.5% |
| All | +227.1% | +73.0% | +154.1% | +104.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling