+498.2%
HCA vs VWO
+117.1%
+381.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.0% |
| 7D | +5.4% | -1.8% | +7.2% | +6.5% |
| 30D | +3.0% | -0.1% | +3.1% | +3.0% |
| 3M | +13.0% | +2.2% | +10.8% | +11.1% |
| 6M | -20.3% | +8.8% | -29.0% | -25.0% |
| YTD | -8.2% | +12.4% | -20.6% | -15.7% |
| 1Y | +6.7% | +15.6% | -8.9% | -3.9% |
| 3Y | +60.4% | +62.5% | -2.1% | +13.1% |
| 5Y | +73.4% | +34.3% | +39.2% | +38.7% |
| All | +498.2% | +117.1% | +381.1% | +220.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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