+813.5%
RCL vs HCA
+2,065.5%
-1,252.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.9% | -3.4% |
| 7D | -0.2% | -1.3% | +1.1% | +0.5% |
| 30D | +14.4% | +8.7% | +5.7% | +9.2% |
| 3M | +5.2% | +21.0% | -15.8% | -5.7% |
| 6M | +26.1% | +17.0% | +9.2% | +14.1% |
| YTD | +17.4% | +7.8% | +9.5% | +9.0% |
| 1Y | +24.7% | +6.4% | +18.2% | +16.3% |
| 3Y | +250.9% | +120.0% | +130.9% | +107.0% |
| 5Y | +293.8% | +112.9% | +181.0% | +128.6% |
| 10Y | +342.4% | +678.2% | -335.9% | +38.6% |
| All | +813.5% | +2,065.5% | -1,252.0% | +57.5% |
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 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