+297.8%
VTI vs HCA
+511.6%
-213.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.5% |
| 7D | -0.9% | +5.4% | -6.3% | -2.4% |
| 30D | -1.4% | +3.0% | -4.4% | -2.4% |
| 3M | +3.6% | +13.0% | -9.4% | -0.4% |
| 6M | +13.6% | -20.3% | +33.9% | +20.1% |
| YTD | +12.9% | -8.2% | +21.1% | +14.2% |
| 1Y | +17.2% | +6.7% | +10.5% | +13.1% |
| 3Y | +75.7% | +60.4% | +15.3% | +46.4% |
| 5Y | +75.4% | +73.4% | +2.0% | +38.9% |
| All | +297.8% | +511.6% | -213.8% | +121.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling