-20.9%
VST vs HCA
+16.1%
-37.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.5% | +13.0% | +9.3% |
| 7D | -9.8% | +4.6% | -14.4% | -6.6% |
| 30D | -25.1% | +12.7% | -37.9% | -20.8% |
| 3M | -11.6% | +21.3% | -32.9% | -4.6% |
| 6M | -20.9% | +15.7% | -36.6% | -17.1% |
| All | -20.9% | +16.1% | -37.0% | -17.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling