+78.5%
VUG vs HCA
+71.9%
+6.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.4% | +0.6% |
| 7D | -0.5% | +5.4% | -5.9% | -1.7% |
| 30D | -1.0% | +3.0% | -3.9% | -1.7% |
| 3M | +3.5% | +13.0% | -9.5% | +0.2% |
| 6M | +14.2% | -20.3% | +34.5% | +20.1% |
| YTD | +8.5% | -8.2% | +16.7% | +9.7% |
| 1Y | +12.9% | +6.7% | +6.2% | +9.2% |
| 3Y | +85.6% | +60.4% | +25.3% | +53.8% |
| All | +78.5% | +71.9% | +6.6% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling