+499.7%
HCA vs VCIT
+29.2%
+470.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.1% |
| 7D | +4.9% | -0.2% | +5.1% | +5.1% |
| 30D | +1.9% | -0.5% | +2.4% | +2.4% |
| 3M | +12.7% | -0.9% | +13.7% | +13.9% |
| 6M | -22.3% | -1.9% | -20.4% | -20.7% |
| YTD | -9.3% | -1.0% | -8.4% | -8.4% |
| 1Y | +2.7% | +0.2% | +2.5% | +2.4% |
| 3Y | +57.8% | +19.0% | +38.8% | +31.4% |
| 5Y | +70.3% | +3.1% | +67.3% | +61.5% |
| 10Y | +499.7% | +29.8% | +469.9% | +446.2% |
| All | +499.7% | +29.2% | +470.5% | +446.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded VCIT 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling