+71.1%
HCA vs VFC
-79.4%
+150.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | 0.0% |
| 7D | +2.9% | -3.3% | +6.2% | +3.3% |
| 30D | +2.4% | -14.0% | +16.4% | +4.2% |
| 3M | +13.0% | -22.6% | +35.6% | +16.3% |
| 6M | -21.4% | -24.7% | +3.3% | -19.0% |
| YTD | -9.5% | -29.0% | +19.5% | -6.4% |
| 1Y | +7.5% | -13.8% | +21.3% | +8.0% |
| 3Y | +57.6% | -28.2% | +85.8% | +53.1% |
| 5Y | +71.1% | -79.0% | +150.1% | +153.6% |
| All | +71.1% | -79.4% | +150.5% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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