+13.8%
VRT vs HCA
+11.2%
+2.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +10.3% | -23.2% | -12.1% |
| 7D | -15.4% | +10.2% | -25.6% | -14.6% |
| 30D | -19.0% | +17.4% | -36.4% | -18.5% |
| 3M | -23.8% | +27.7% | -51.5% | -23.6% |
| 6M | -37.9% | +20.0% | -57.9% | -35.3% |
| YTD | +27.0% | +10.0% | +17.0% | +40.7% |
| 1Y | +13.8% | +9.0% | +4.8% | +25.4% |
| All | +13.8% | +11.2% | +2.6% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling