+1,645.7%
HCA vs VFC
-13.7%
+1,659.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.3% |
| 7D | -2.8% | +0.8% | -3.6% | -3.0% |
| 30D | -2.7% | -11.9% | +9.2% | +0.2% |
| 3M | +11.5% | -20.2% | +31.6% | +16.8% |
| 6M | -24.3% | -23.0% | -1.3% | -20.5% |
| YTD | -13.6% | -26.2% | +12.6% | -8.8% |
| 1Y | -3.2% | -13.3% | +10.1% | -2.9% |
| 3Y | +50.4% | -25.5% | +75.9% | +36.8% |
| 5Y | +64.8% | -78.1% | +142.9% | +133.7% |
| 10Y | +456.5% | -68.8% | +525.3% | +569.8% |
| All | +1,645.7% | -13.7% | +1,659.4% | +1,355.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling