+650.3%
HCA vs VT
+221.8%
+428.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +0.8% | +2.4% | -1.5% | -1.4% |
| 30D | +6.1% | -1.5% | +7.6% | +7.5% |
| 3M | +21.4% | -4.1% | +25.5% | +26.0% |
| 6M | +17.2% | +0.6% | +16.6% | +15.5% |
| YTD | +7.5% | +11.0% | -3.6% | -4.4% |
| 1Y | +6.2% | +13.3% | -7.2% | -7.5% |
| 3Y | +122.0% | +73.4% | +48.6% | +21.3% |
| 5Y | +112.2% | +57.4% | +54.7% | +28.7% |
| All | +650.3% | +221.8% | +428.5% | +107.1% |
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