+159.7%
TRV vs HCA
+71.9%
+87.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.8% |
| 7D | +1.9% | +5.4% | -3.5% | +0.8% |
| 30D | +1.7% | +3.0% | -1.3% | +1.0% |
| 3M | +23.9% | +13.0% | +10.9% | +20.4% |
| 6M | +26.3% | -20.3% | +46.5% | +31.8% |
| YTD | +30.8% | -8.2% | +39.0% | +32.2% |
| 1Y | +36.3% | +6.7% | +29.6% | +33.0% |
| 3Y | +145.0% | +60.4% | +84.6% | +117.8% |
| All | +159.7% | +71.9% | +87.7% | +118.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling