+60.1%
HCA vs VG
-51.4%
+111.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.5% | -2.5% |
| 7D | +4.6% | -22.0% | +26.6% | +3.6% |
| 30D | +12.7% | -11.6% | +24.4% | +12.3% |
| 3M | +21.3% | -14.9% | +36.2% | +20.7% |
| 6M | +15.7% | -3.5% | +19.2% | +16.0% |
| YTD | +6.6% | +70.0% | -63.4% | +7.8% |
| 1Y | +5.7% | +50.0% | -44.3% | +6.8% |
| All | +60.1% | -51.4% | +111.5% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 3y: compounded portfolio wealth divided by compounded VG 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…
3y analysis · Full analysis span regression · 6 months rolling