-26.6%
RKT vs HCA
-0.5%
-26.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | +2.1% | -3.1% | +5.2% | +2.5% |
| 30D | +1.4% | -1.1% | +2.6% | +1.5% |
| 3M | +6.3% | +12.2% | -5.9% | +4.4% |
| 6M | -15.5% | -25.3% | +9.9% | -15.4% |
| YTD | -27.4% | -12.9% | -14.4% | -28.0% |
| 1Y | -26.6% | -0.9% | -25.6% | -27.6% |
| All | -26.6% | -0.5% | -26.0% | -27.6% |
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