+72.8%
HCA vs VRSK
-11.8%
+84.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +5.4% | -5.2% | +10.6% | +7.1% |
| 30D | +3.0% | -2.3% | +5.3% | +3.6% |
| 3M | +13.0% | -2.9% | +15.9% | +13.7% |
| 6M | -20.3% | -12.8% | -7.5% | -17.2% |
| YTD | -8.2% | -20.8% | +12.6% | -1.7% |
| 1Y | +6.7% | -33.2% | +39.9% | +22.2% |
| 3Y | +60.4% | -26.6% | +87.0% | +73.0% |
| All | +72.8% | -11.8% | +84.5% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling