+76.8%
HCA vs VLTO
+23.4%
+53.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.3% |
| 7D | +2.9% | -4.5% | +7.5% | +4.6% |
| 30D | +2.4% | -4.6% | +7.0% | +3.9% |
| 3M | +13.0% | +13.3% | -0.2% | +8.4% |
| 6M | -21.4% | +2.1% | -23.5% | -22.1% |
| YTD | -9.5% | -6.1% | -3.4% | -8.1% |
| 1Y | +7.5% | -11.4% | +18.9% | +11.3% |
| All | +76.8% | +23.4% | +53.3% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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