+1,731.8%
HCA vs VSAT
+82.4%
+1,649.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.9% | +11.9% | +5.9% |
| 7D | +4.9% | +3.5% | +1.4% | +4.3% |
| 30D | +1.9% | -14.7% | +16.6% | +3.8% |
| 3M | +12.7% | +13.2% | -0.4% | +8.7% |
| 6M | -22.3% | +57.4% | -79.7% | -29.6% |
| YTD | -9.3% | +110.0% | -119.3% | -22.2% |
| 1Y | +2.7% | +134.4% | -131.7% | -14.6% |
| 3Y | +57.8% | +203.5% | -145.7% | +10.9% |
| 5Y | +70.3% | +47.1% | +23.2% | +30.3% |
| 10Y | +499.7% | +0.4% | +499.3% | +349.7% |
| All | +1,731.8% | +82.4% | +1,649.4% | +983.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling