+647.9%
RCL vs HCA
+1,648.5%
-1,000.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | -5.1% | -3.1% | -2.0% | -3.5% |
| 30D | -19.0% | -1.1% | -17.9% | -18.6% |
| 3M | -9.6% | +12.2% | -21.7% | -15.6% |
| 6M | -6.7% | -25.3% | +18.7% | +7.6% |
| YTD | -3.9% | -12.9% | +9.0% | +0.6% |
| 1Y | -25.1% | -0.9% | -24.2% | -27.5% |
| 3Y | +179.1% | +47.6% | +131.5% | +105.9% |
| 5Y | +243.3% | +67.0% | +176.3% | +127.7% |
| 10Y | +325.8% | +471.4% | -145.7% | +54.3% |
| All | +647.9% | +1,648.5% | -1,000.6% | +45.4% |
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