+302.0%
TRV vs HCA
+511.6%
-209.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.7% |
| 7D | +1.9% | +5.4% | -3.5% | +0.3% |
| 30D | +1.7% | +3.0% | -1.3% | +0.7% |
| 3M | +23.9% | +13.0% | +10.9% | +18.7% |
| 6M | +26.3% | -20.3% | +46.5% | +34.3% |
| YTD | +30.8% | -8.2% | +39.0% | +32.7% |
| 1Y | +36.3% | +6.7% | +29.6% | +31.5% |
| 3Y | +145.0% | +60.4% | +84.6% | +103.7% |
| 5Y | +163.9% | +73.4% | +90.4% | +106.8% |
| All | +302.0% | +511.6% | -209.6% | +113.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling