+76.2%
HCA vs VSXY
+33.4%
+42.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | +0.1% |
| 7D | +2.9% | -0.3% | +3.3% | +2.9% |
| 30D | +2.4% | -22.1% | +24.4% | +4.0% |
| 3M | +13.0% | -1.1% | +14.2% | +12.7% |
| 6M | -21.4% | +53.8% | -75.2% | -25.0% |
| YTD | -9.5% | +35.5% | -44.9% | -13.2% |
| 1Y | +7.5% | +186.0% | -178.5% | -4.3% |
| 3Y | +57.6% | +343.2% | -285.6% | +24.7% |
| 5Y | +71.1% | +19.0% | +52.1% | +54.9% |
| All | +76.2% | +33.4% | +42.8% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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