+456.5%
HCA vs VT
+221.4%
+235.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | -2.8% | +1.0% | -3.8% | -3.7% |
| 30D | -2.7% | -0.2% | -2.5% | -2.6% |
| 3M | +11.5% | +4.5% | +6.9% | +6.4% |
| 6M | -24.3% | +14.1% | -38.3% | -34.0% |
| YTD | -13.6% | +14.8% | -28.3% | -25.3% |
| 1Y | -3.2% | +21.2% | -24.4% | -21.0% |
| 3Y | +50.4% | +76.6% | -26.2% | -18.9% |
| 5Y | +64.8% | +66.6% | -1.8% | -5.5% |
| 10Y | +456.5% | +222.3% | +234.3% | +54.1% |
| All | +456.5% | +221.4% | +235.1% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling