+71.1%
HCA vs ROIV
+310.6%
-239.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | -0.1% |
| 7D | +2.9% | +19.0% | -16.0% | +2.1% |
| 30D | +2.4% | +16.1% | -13.8% | +1.6% |
| 3M | +13.0% | +44.1% | -31.1% | +11.0% |
| 6M | -21.4% | +37.8% | -59.2% | -22.7% |
| YTD | -9.5% | +88.7% | -98.1% | -12.4% |
| 1Y | +7.5% | +197.3% | -189.8% | +1.6% |
| 3Y | +57.6% | +224.9% | -167.3% | +47.0% |
| 5Y | +71.1% | +311.0% | -239.9% | +52.7% |
| All | +71.1% | +310.6% | -239.5% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling