+374.9%
V vs HCA
+503.4%
-128.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.0% | +2.9% | -6.0% | -4.0% |
| 30D | +1.2% | +2.4% | -1.2% | +0.3% |
| 3M | +13.9% | +13.0% | +0.9% | +9.1% |
| 6M | +17.2% | -21.4% | +38.6% | +25.4% |
| YTD | +5.3% | -9.5% | +14.8% | +7.2% |
| 1Y | +9.5% | +7.5% | +1.9% | +5.2% |
| 3Y | +51.9% | +57.6% | -5.7% | +25.6% |
| 5Y | +69.6% | +71.1% | -1.5% | +32.3% |
| All | +374.9% | +503.4% | -128.4% | +148.7% |
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