+800.0%
VGT vs HCA
+511.6%
+288.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.8% |
| 7D | -0.2% | +5.4% | -5.6% | -1.6% |
| 30D | -0.4% | +3.0% | -3.4% | -1.4% |
| 3M | +4.4% | +13.0% | -8.6% | +0.3% |
| 6M | +32.1% | -20.3% | +52.3% | +39.4% |
| YTD | +28.8% | -8.2% | +37.0% | +30.0% |
| 1Y | +35.3% | +6.7% | +28.6% | +30.2% |
| 3Y | +124.8% | +60.4% | +64.4% | +85.7% |
| 5Y | +137.9% | +73.4% | +64.5% | +87.1% |
| All | +800.0% | +511.6% | +288.4% | +402.3% |
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