+279.2%
RTX vs HCA
+511.6%
-232.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.7% |
| 7D | -1.5% | +5.4% | -7.0% | -3.6% |
| 30D | -11.0% | +3.0% | -13.9% | -12.1% |
| 3M | +7.7% | +13.0% | -5.4% | +2.1% |
| 6M | -3.9% | -20.3% | +16.4% | +4.1% |
| YTD | +9.0% | -8.2% | +17.2% | +11.3% |
| 1Y | +27.3% | +6.7% | +20.6% | +21.8% |
| 3Y | +172.9% | +60.4% | +112.5% | +114.2% |
| 5Y | +165.2% | +73.4% | +91.7% | +92.1% |
| All | +279.2% | +511.6% | -232.4% | +65.5% |
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