-10.4%
RKT vs HCA
+11.2%
-21.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +10.3% | -1.6% | +6.8% |
| 7D | +29.7% | +10.2% | +19.5% | +27.4% |
| 30D | +28.5% | +17.4% | +11.1% | +25.2% |
| 3M | +6.4% | +27.7% | -21.3% | +2.4% |
| 6M | +7.1% | +20.0% | -12.9% | +3.6% |
| YTD | -22.5% | +10.0% | -32.4% | -26.3% |
| 1Y | -10.4% | +9.0% | -19.5% | -15.1% |
| All | -10.4% | +11.2% | -21.6% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling