+67.7%
V vs HCA
+73.0%
-5.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.3% | -1.5% |
| 7D | -2.9% | +4.9% | -7.8% | -4.0% |
| 30D | +1.9% | +1.9% | 0.0% | +1.3% |
| 3M | +13.2% | +12.7% | +0.5% | +9.7% |
| 6M | +16.7% | -22.3% | +39.1% | +23.3% |
| YTD | +5.4% | -9.3% | +14.7% | +6.7% |
| 1Y | +7.7% | +2.7% | +4.9% | +5.5% |
| 3Y | +52.0% | +57.8% | -5.8% | +30.3% |
| 5Y | +67.7% | +70.3% | -2.6% | +33.7% |
| All | +67.7% | +73.0% | -5.3% | +33.7% |
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 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