+1,729.1%
HCA vs VIVK
-100.0%
+1,829.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.6% | -0.1% |
| 7D | +2.9% | -9.5% | +12.4% | +2.9% |
| 30D | +2.4% | -35.1% | +37.5% | +2.4% |
| 3M | +13.0% | -93.4% | +106.4% | +13.2% |
| 6M | -21.4% | -98.0% | +76.6% | -21.3% |
| YTD | -9.5% | -97.9% | +88.4% | -9.4% |
| 1Y | +7.5% | -100.0% | +107.5% | +7.8% |
| 3Y | +57.6% | -100.0% | +157.6% | +57.9% |
| 5Y | +71.1% | -100.0% | +171.1% | +71.5% |
| 10Y | +498.8% | -100.0% | +598.8% | +499.9% |
| All | +1,729.1% | -100.0% | +1,829.1% | +1,759.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling