-27.1%
RKT vs HCA
+242.5%
-269.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -0.6% |
| 7D | -6.3% | +5.4% | -11.7% | -8.3% |
| 30D | -6.2% | +3.0% | -9.2% | -7.6% |
| 3M | -1.9% | +13.0% | -14.9% | -7.4% |
| 6M | -13.0% | -20.3% | +7.3% | -5.6% |
| YTD | -31.9% | -8.2% | -23.7% | -31.0% |
| 1Y | -37.6% | +6.7% | -44.3% | -41.0% |
| 3Y | +36.8% | +60.4% | -23.6% | +4.5% |
| 5Y | -9.7% | +73.4% | -83.2% | -36.1% |
| All | -27.1% | +242.5% | -269.5% | -58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling