+317.6%
VOO vs HCA
+511.6%
-194.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.5% |
| 7D | -0.8% | +5.4% | -6.2% | -2.2% |
| 30D | -1.1% | +3.0% | -4.1% | -2.0% |
| 3M | +3.9% | +13.0% | -9.1% | 0.0% |
| 6M | +13.6% | -20.3% | +33.9% | +20.0% |
| YTD | +12.7% | -8.2% | +20.9% | +14.0% |
| 1Y | +17.6% | +6.7% | +10.9% | +13.6% |
| 3Y | +77.3% | +60.4% | +16.9% | +48.6% |
| 5Y | +84.1% | +73.4% | +10.7% | +46.8% |
| All | +317.6% | +511.6% | -194.0% | +136.8% |
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