+72.8%
HCA vs VSAT
+51.7%
+21.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +5.4% | -1.3% | +6.8% | +5.5% |
| 30D | +3.0% | -14.8% | +17.8% | +3.8% |
| 3M | +13.0% | +2.2% | +10.8% | +12.1% |
| 6M | -20.3% | +60.2% | -80.4% | -23.7% |
| YTD | -8.2% | +115.6% | -123.9% | -14.3% |
| 1Y | +6.7% | +132.9% | -126.2% | -1.5% |
| 3Y | +60.4% | +216.1% | -155.7% | +38.0% |
| All | +72.8% | +51.7% | +21.1% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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