-22.0%
VST vs HCA
+7.0%
-29.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.2% |
| 7D | +6.6% | +0.8% | +5.8% | +6.8% |
| 30D | -12.4% | +6.1% | -18.5% | -10.4% |
| 3M | -9.0% | +21.4% | -30.4% | -5.9% |
| 6M | -6.4% | +17.2% | -23.6% | -2.2% |
| YTD | -17.2% | +7.5% | -24.7% | -14.0% |
| 1Y | -22.0% | +6.2% | -28.2% | -19.0% |
| All | -22.0% | +7.0% | -29.0% | -19.0% |
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