+628.5%
VTI vs HCA
+1,718.5%
-1,090.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.0% | +2.9% | -5.0% | -2.8% |
| 30D | -1.9% | +2.4% | -4.3% | -2.7% |
| 3M | +4.5% | +13.0% | -8.5% | +0.8% |
| 6M | +12.6% | -21.4% | +34.0% | +18.8% |
| YTD | +12.0% | -9.5% | +21.5% | +13.6% |
| 1Y | +17.3% | +7.5% | +9.8% | +13.4% |
| 3Y | +75.3% | +57.6% | +17.7% | +50.0% |
| 5Y | +74.0% | +71.1% | +2.9% | +42.5% |
| 10Y | +300.0% | +498.8% | -198.8% | +129.8% |
| All | +628.5% | +1,718.5% | -1,090.0% | +204.9% |
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