+50.5%
RSP vs HCA
+73.0%
-22.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -5.9% | -2.2% |
| 7D | -1.8% | +4.9% | -6.7% | -3.0% |
| 30D | -2.5% | +1.9% | -4.4% | -3.1% |
| 3M | +3.0% | +12.7% | -9.7% | -0.5% |
| 6M | +8.9% | -22.3% | +31.2% | +15.6% |
| YTD | +13.0% | -9.3% | +22.3% | +14.6% |
| 1Y | +16.2% | +2.7% | +13.5% | +13.5% |
| 3Y | +52.7% | +57.8% | -5.1% | +27.8% |
| 5Y | +50.5% | +70.3% | -19.9% | +16.3% |
| All | +50.5% | +73.0% | -22.6% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling