+181.5%
HCA vs ROIV
+288.8%
-107.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +5.4% | +16.9% | -11.4% | +4.6% |
| 30D | +3.0% | +12.9% | -9.9% | +2.3% |
| 3M | +13.0% | +37.3% | -24.3% | +11.3% |
| 6M | -20.3% | +38.0% | -58.3% | -21.6% |
| YTD | -8.2% | +88.1% | -96.3% | -11.2% |
| 1Y | +6.7% | +183.3% | -176.6% | +1.0% |
| 3Y | +60.4% | +254.6% | -194.3% | +49.1% |
| 5Y | +73.4% | +309.8% | -236.4% | +58.8% |
| All | +181.5% | +288.8% | -107.3% | +160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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