+49.9%
TRV vs HCA
+11.2%
+38.7%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.3% | -6.8% | +2.0% |
| 7D | +3.9% | +10.2% | -6.4% | +2.4% |
| 30D | +13.5% | +17.4% | -4.0% | +11.0% |
| 3M | +8.9% | +27.7% | -18.8% | +5.3% |
| 6M | +36.8% | +20.0% | +16.7% | +32.7% |
| YTD | +42.7% | +10.0% | +32.7% | +39.6% |
| 1Y | +49.9% | +9.0% | +40.8% | +46.4% |
| All | +49.9% | +11.2% | +38.7% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 1y: compounded portfolio wealth divided by compounded HCA 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…
1y analysis · Full analysis span regression · 6 months rolling