-34.9%
VST vs HCA
+11.2%
-46.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +10.3% | -24.2% | -11.4% |
| 7D | -15.7% | +10.2% | -26.0% | -13.4% |
| 30D | -17.0% | +17.4% | -34.4% | -14.3% |
| 3M | -15.9% | +27.7% | -43.6% | -12.7% |
| 6M | -25.0% | +20.0% | -45.0% | -21.4% |
| YTD | -25.1% | +10.0% | -35.1% | -22.0% |
| 1Y | -34.9% | +9.0% | -43.9% | -32.4% |
| All | -34.9% | +11.2% | -46.0% | -32.4% |
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