+72.8%
HCA vs VCLT
-17.2%
+90.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.3% |
| 7D | +5.4% | -1.4% | +6.8% | +6.2% |
| 30D | +3.0% | -1.2% | +4.2% | +3.6% |
| 3M | +13.0% | -4.8% | +17.8% | +16.0% |
| 6M | -20.3% | -2.6% | -17.7% | -19.2% |
| YTD | -8.2% | -3.3% | -4.9% | -6.6% |
| 1Y | +6.7% | -4.8% | +11.5% | +9.5% |
| 3Y | +60.4% | +11.5% | +48.9% | +50.9% |
| All | +72.8% | -17.2% | +90.0% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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