+1,083.1%
VST vs HCA
+631.3%
+451.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.0% | +5.3% | +6.8% |
| 7D | -0.5% | +7.9% | -8.5% | -3.2% |
| 30D | -17.1% | +11.9% | -29.0% | -20.4% |
| 3M | -4.6% | +22.4% | -27.0% | -11.0% |
| 6M | -9.1% | +16.5% | -25.5% | -14.6% |
| YTD | -16.6% | +8.7% | -25.3% | -20.4% |
| 1Y | -29.5% | +6.7% | -36.1% | -32.4% |
| 3Y | +297.5% | +127.0% | +170.5% | +187.5% |
| 5Y | +654.5% | +113.9% | +540.6% | +437.6% |
| 10Y | +1,205.2% | +656.7% | +548.5% | +528.1% |
| All | +1,083.1% | +631.3% | +451.8% | +467.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling