+262.4%
VST vs HCA
+118.8%
+143.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.5% | +13.0% | +10.5% |
| 7D | -9.8% | +4.6% | -14.4% | -9.6% |
| 30D | -25.1% | +12.7% | -37.9% | -25.3% |
| 3M | -11.6% | +21.3% | -32.9% | -12.3% |
| 6M | -20.9% | +15.7% | -36.6% | -21.0% |
| YTD | -22.3% | +6.6% | -28.9% | -21.7% |
| 1Y | -32.0% | +5.7% | -37.7% | -31.5% |
| 3Y | +262.4% | +119.2% | +143.1% | +217.4% |
| All | +262.4% | +118.8% | +143.6% | +217.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling