+498.2%
HCA vs VICR
+1,679.8%
-1,181.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.2% | -9.8% | +0.3% |
| 7D | +5.4% | +5.0% | +0.5% | +4.9% |
| 30D | +3.0% | -12.5% | +15.5% | +3.9% |
| 3M | +13.0% | -33.6% | +46.6% | +15.7% |
| 6M | -20.3% | +10.7% | -30.9% | -24.4% |
| YTD | -8.2% | +80.6% | -88.8% | -18.5% |
| 1Y | +6.7% | +288.4% | -281.7% | -14.7% |
| 3Y | +60.4% | +213.8% | -153.4% | +24.4% |
| 5Y | +73.4% | +58.8% | +14.6% | +39.0% |
| All | +498.2% | +1,679.8% | -1,181.6% | +262.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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