+72.8%
HCA vs VIVK
-100.0%
+172.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.4% | +8.7% | +1.4% |
| 7D | +5.4% | -4.4% | +9.8% | +5.4% |
| 30D | +3.0% | -40.8% | +43.8% | +3.0% |
| 3M | +13.0% | -94.1% | +107.2% | +13.2% |
| 6M | -20.3% | -98.2% | +77.9% | -20.0% |
| YTD | -8.2% | -98.0% | +89.8% | -8.0% |
| 1Y | +6.7% | -100.0% | +106.7% | +7.2% |
| 3Y | +60.4% | -100.0% | +160.4% | +60.9% |
| All | +72.8% | -100.0% | +172.8% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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