+787.1%
TRV vs HCA
+1,721.2%
-934.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.6% | -0.9% |
| 7D | +0.2% | +4.9% | -4.7% | -1.1% |
| 30D | -2.3% | +1.9% | -4.2% | -2.9% |
| 3M | +22.7% | +12.7% | +9.9% | +18.4% |
| 6M | +21.9% | -22.3% | +44.3% | +29.4% |
| YTD | +27.5% | -9.3% | +36.8% | +29.4% |
| 1Y | +36.2% | +2.7% | +33.5% | +33.6% |
| 3Y | +140.6% | +57.8% | +82.8% | +107.7% |
| 5Y | +154.5% | +70.3% | +84.2% | +109.8% |
| 10Y | +295.4% | +499.7% | -204.2% | +132.6% |
| All | +787.1% | +1,721.2% | -934.1% | +293.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling