-37.6%
RKT vs HCA
+8.6%
-46.2%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -0.2% |
| 7D | -6.3% | +5.4% | -11.7% | -6.8% |
| 30D | -6.2% | +3.0% | -9.2% | -6.5% |
| 3M | -1.9% | +13.0% | -14.9% | -3.6% |
| 6M | -13.0% | -20.3% | +7.3% | -13.5% |
| YTD | -31.9% | -8.2% | -23.7% | -33.0% |
| 1Y | -37.6% | +6.7% | -44.3% | -38.0% |
| All | -37.6% | +8.6% | -46.2% | -38.0% |
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