+1,179.1%
VST vs HCA
+678.2%
+500.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | +19.2% | -1.3% | +20.5% | +19.5% |
| 30D | -17.2% | +8.7% | -25.8% | -19.8% |
| 3M | -8.1% | +21.0% | -29.1% | -14.2% |
| 6M | -8.1% | +17.0% | -25.1% | -13.9% |
| YTD | -16.3% | +7.8% | -24.1% | -20.0% |
| 1Y | -24.1% | +6.4% | -30.5% | -27.3% |
| 3Y | +300.2% | +120.0% | +180.2% | +190.2% |
| 5Y | +645.9% | +112.9% | +533.0% | +427.3% |
| All | +1,179.1% | +678.2% | +500.9% | +493.2% |
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