+165.8%
RTX vs HCA
+69.0%
+96.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -2.0% | +2.9% | -4.9% | -2.7% |
| 30D | -11.2% | +2.4% | -13.6% | -11.8% |
| 3M | +12.0% | +13.0% | -1.0% | +8.7% |
| 6M | -3.6% | -21.4% | +17.8% | +1.2% |
| YTD | +9.2% | -9.5% | +18.7% | +10.9% |
| 1Y | +29.7% | +7.5% | +22.2% | +26.5% |
| 3Y | +152.0% | +57.6% | +94.4% | +122.8% |
| 5Y | +165.8% | +71.1% | +94.6% | +119.8% |
| All | +165.8% | +69.0% | +96.7% | +119.8% |
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