+1,216.9%
VST vs HCA
+485.5%
+731.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.8% |
| 7D | +8.9% | -3.1% | +12.0% | +9.8% |
| 30D | +6.2% | -1.1% | +7.3% | +6.3% |
| 3M | -2.7% | +12.2% | -14.9% | -7.0% |
| 6M | -8.4% | -25.3% | +17.0% | -0.8% |
| YTD | -7.2% | -12.9% | +5.7% | -4.7% |
| 1Y | -20.9% | -0.9% | -20.0% | -22.6% |
| 3Y | +384.0% | +47.6% | +336.4% | +304.4% |
| 5Y | +757.1% | +67.0% | +690.1% | +562.2% |
| All | +1,216.9% | +485.5% | +731.3% | +580.0% |
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 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