+498.2%
HCA vs VTRS
-48.4%
+546.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.1% |
| 7D | +5.4% | -2.2% | +7.6% | +6.1% |
| 30D | +3.0% | +3.3% | -0.3% | +2.0% |
| 3M | +13.0% | +2.0% | +11.0% | +12.2% |
| 6M | -20.3% | +19.9% | -40.2% | -24.5% |
| YTD | -8.2% | +35.7% | -44.0% | -16.4% |
| 1Y | +6.7% | +68.1% | -61.4% | -8.9% |
| 3Y | +60.4% | +87.1% | -26.7% | +28.8% |
| 5Y | +73.4% | +47.6% | +25.8% | +45.0% |
| All | +498.2% | -48.4% | +546.5% | +486.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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