+498.2%
HCA vs VIAV
+419.4%
+78.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.6% | -2.2% | +0.6% |
| 7D | +5.4% | +11.2% | -5.7% | +3.0% |
| 30D | +3.0% | -10.1% | +13.1% | +4.7% |
| 3M | +13.0% | -22.9% | +35.9% | +16.7% |
| 6M | -20.3% | +28.8% | -49.0% | -30.0% |
| YTD | -8.2% | +117.5% | -125.7% | -32.3% |
| 1Y | +6.7% | +216.1% | -209.4% | -31.1% |
| 3Y | +60.4% | +292.2% | -231.8% | -9.2% |
| 5Y | +73.4% | +141.0% | -67.5% | +16.5% |
| All | +498.2% | +419.4% | +78.7% | +240.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 10y: compounded portfolio wealth divided by compounded VIAV 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…
10y analysis · Full analysis span regression · 6 months rolling