-18.9%
VST vs HCA
-3.4%
-15.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.5% |
| 7D | +9.9% | -2.8% | +12.7% | +9.5% |
| 30D | +7.9% | -2.7% | +10.7% | +7.6% |
| 3M | +3.4% | +11.5% | -8.1% | +4.6% |
| 6M | -4.1% | -24.3% | +20.2% | -4.4% |
| YTD | -5.7% | -13.6% | +7.9% | -5.5% |
| 1Y | -18.9% | -3.2% | -15.7% | -5.8% |
| All | -18.9% | -3.4% | -15.5% | -5.8% |
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