+230.7%
HCA vs ROIV
+280.9%
-50.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.4% | -0.9% |
| 7D | -1.3% | +9.2% | -10.5% | -1.8% |
| 30D | +8.7% | +19.9% | -11.2% | +7.8% |
| 3M | +21.0% | +10.6% | +10.4% | +20.3% |
| 6M | +17.0% | +36.1% | -19.1% | +15.0% |
| YTD | +7.8% | +84.3% | -76.5% | +4.3% |
| 1Y | +6.4% | +87.6% | -81.1% | +2.9% |
| 3Y | +120.0% | +353.9% | -233.9% | +102.7% |
| 5Y | +112.9% | +376.1% | -263.2% | +85.3% |
| All | +230.7% | +280.9% | -50.2% | +206.1% |
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