+2,723.0%
VRT vs HCA
+249.0%
+2,474.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.8% |
| 7D | +9.1% | -3.1% | +12.2% | +10.4% |
| 30D | +0.9% | -1.1% | +2.1% | +1.1% |
| 3M | -13.4% | +12.2% | -25.5% | -18.5% |
| 6M | +11.7% | -25.3% | +37.0% | +24.2% |
| YTD | +73.2% | -12.9% | +86.2% | +80.5% |
| 1Y | +123.4% | -0.9% | +124.4% | +118.3% |
| 3Y | +606.2% | +47.6% | +558.5% | +453.1% |
| 5Y | +899.9% | +67.0% | +832.9% | +617.9% |
| All | +2,723.0% | +249.0% | +2,474.0% | +1,126.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling