+89.6%
VRT vs HCA
+8.6%
+81.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +3.6% |
| 7D | -8.4% | +5.4% | -13.8% | -8.3% |
| 30D | -10.9% | +3.0% | -13.8% | -10.7% |
| 3M | -13.7% | +13.0% | -26.7% | -14.3% |
| 6M | -4.1% | -20.3% | +16.1% | +4.6% |
| YTD | +58.7% | -8.2% | +67.0% | +72.5% |
| 1Y | +89.6% | +6.7% | +82.9% | +130.7% |
| All | +89.6% | +8.6% | +81.0% | +130.7% |
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 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