+477.3%
RSP vs HCA
+1,648.5%
-1,171.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -0.8% | -3.1% | +2.3% | +0.1% |
| 30D | -0.3% | -1.1% | +0.8% | -0.1% |
| 3M | +4.3% | +12.2% | -7.9% | +0.4% |
| 6M | +8.8% | -25.3% | +34.2% | +17.4% |
| YTD | +15.3% | -12.9% | +28.2% | +18.5% |
| 1Y | +18.3% | -0.9% | +19.2% | +16.7% |
| 3Y | +52.8% | +47.6% | +5.2% | +31.4% |
| 5Y | +51.7% | +67.0% | -15.3% | +22.8% |
| 10Y | +208.5% | +471.4% | -263.0% | +71.5% |
| All | +477.3% | +1,648.5% | -1,171.3% | +126.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling