+72.8%
HCA vs VO
+42.1%
+30.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.8% |
| 7D | +5.4% | -1.5% | +6.9% | +6.5% |
| 30D | +3.0% | -3.0% | +6.0% | +5.2% |
| 3M | +13.0% | +2.8% | +10.2% | +10.7% |
| 6M | -20.3% | +10.9% | -31.2% | -26.2% |
| YTD | -8.2% | +12.5% | -20.7% | -16.2% |
| 1Y | +6.7% | +12.0% | -5.3% | -2.4% |
| 3Y | +60.4% | +56.3% | +4.1% | +10.0% |
| All | +72.8% | +42.1% | +30.6% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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