+8.0%
HCA vs VRSK
-2.2%
+10.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.9% | -7.5% | -1.3% |
| 7D | +6.1% | +10.9% | -4.7% | +5.0% |
| 30D | +17.4% | +28.0% | -10.6% | +14.5% |
| 3M | +24.1% | +12.3% | +11.8% | +22.4% |
| 6M | +18.8% | +17.8% | +1.0% | +17.9% |
| YTD | +9.3% | -4.7% | +14.0% | +8.3% |
| 1Y | +8.0% | -0.2% | +8.2% | +5.0% |
| All | +8.0% | -2.2% | +10.2% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 1y: compounded portfolio wealth divided by compounded VRSK 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…
1y analysis · Full analysis span regression · 6 months rolling