+498.2%
HCA vs VYM
+209.2%
+289.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.7% |
| 7D | +5.4% | -0.8% | +6.2% | +6.3% |
| 30D | +3.0% | -2.2% | +5.2% | +5.5% |
| 3M | +13.0% | +3.1% | +10.0% | +9.6% |
| 6M | -20.3% | +9.7% | -30.0% | -27.7% |
| YTD | -8.2% | +14.9% | -23.1% | -20.9% |
| 1Y | +6.7% | +17.6% | -10.9% | -10.4% |
| 3Y | +60.4% | +65.3% | -4.9% | -9.0% |
| 5Y | +73.4% | +78.7% | -5.3% | -9.0% |
| All | +498.2% | +209.2% | +289.0% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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