-28.5%
VST vs HCA
+11.7%
-40.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.0% | +5.3% | +7.8% |
| 7D | -0.5% | +7.9% | -8.5% | +2.0% |
| 30D | -17.1% | +11.9% | -29.0% | -14.6% |
| 3M | -4.6% | +22.4% | -27.0% | -1.1% |
| 6M | -9.1% | +16.5% | -25.5% | -4.6% |
| YTD | -16.6% | +8.7% | -25.3% | -13.2% |
| All | -28.5% | +11.7% | -40.2% | -25.8% |
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