+2,486.9%
VRT vs HCA
+267.9%
+2,218.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +3.1% |
| 7D | -8.4% | +5.4% | -13.8% | -10.4% |
| 30D | -10.9% | +3.0% | -13.8% | -12.3% |
| 3M | -13.7% | +13.0% | -26.7% | -19.0% |
| 6M | -4.1% | -20.3% | +16.1% | +3.6% |
| YTD | +58.7% | -8.2% | +67.0% | +61.6% |
| 1Y | +89.6% | +6.7% | +82.9% | +79.9% |
| 3Y | +558.1% | +60.4% | +497.8% | +396.7% |
| 5Y | +953.0% | +73.4% | +879.5% | +643.9% |
| All | +2,486.9% | +267.9% | +2,218.9% | +998.0% |
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