+54.2%
RSP vs HCA
+51.3%
+2.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -0.4% | -2.8% | +2.4% | 0.0% |
| 30D | -1.5% | -2.7% | +1.2% | -1.1% |
| 3M | +4.8% | +11.5% | -6.7% | +2.7% |
| 6M | +10.3% | -24.3% | +34.6% | +15.3% |
| YTD | +14.1% | -13.6% | +27.7% | +16.1% |
| 1Y | +17.0% | -3.2% | +20.2% | +16.1% |
| 3Y | +54.2% | +50.4% | +3.8% | +32.6% |
| All | +54.2% | +51.3% | +2.8% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling