+817.1%
RCL vs HCA
+2,058.6%
-1,241.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -1.2% | +0.8% | -2.0% | -1.6% |
| 30D | +17.8% | +6.1% | +11.8% | +14.0% |
| 3M | +4.9% | +21.4% | -16.5% | -6.1% |
| 6M | +23.7% | +17.2% | +6.5% | +11.8% |
| YTD | +17.8% | +7.5% | +10.4% | +9.6% |
| 1Y | +28.9% | +6.2% | +22.8% | +20.5% |
| 3Y | +241.9% | +122.0% | +119.9% | +100.7% |
| 5Y | +295.4% | +112.2% | +183.2% | +129.9% |
| 10Y | +344.1% | +675.7% | -331.6% | +39.4% |
| All | +817.1% | +2,058.6% | -1,241.4% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling