+1,232.7%
VST vs HCA
+509.9%
+722.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -1.9% |
| 7D | +5.3% | +4.9% | +0.4% | +3.8% |
| 30D | +5.8% | +1.9% | +3.9% | +4.9% |
| 3M | +3.5% | +12.7% | -9.3% | -1.1% |
| 6M | -7.4% | -22.3% | +15.0% | -1.0% |
| YTD | -6.1% | -9.3% | +3.2% | -4.7% |
| 1Y | -21.6% | +2.7% | -24.3% | -24.1% |
| 3Y | +357.2% | +57.8% | +299.4% | +273.9% |
| 5Y | +777.0% | +70.3% | +706.7% | +574.5% |
| All | +1,232.7% | +509.9% | +722.9% | +579.6% |
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