+976.8%
VRT vs HCA
+69.3%
+907.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.9% | -14.5% | -11.3% |
| 7D | +2.4% | +4.9% | -2.5% | +0.5% |
| 30D | -2.7% | +1.9% | -4.6% | -3.7% |
| 3M | -9.2% | +12.7% | -21.9% | -14.2% |
| 6M | -0.5% | -22.3% | +21.8% | +9.1% |
| YTD | +62.3% | -9.3% | +71.7% | +66.9% |
| 1Y | +109.6% | +2.7% | +106.8% | +102.4% |
| 3Y | +573.1% | +57.8% | +515.2% | +393.6% |
| All | +976.8% | +69.3% | +907.6% | +560.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling