+71.6%
VZ vs HCA
+667.8%
-596.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +0.9% | -0.9% | +1.8% | +1.1% |
| 30D | +8.9% | +10.3% | -1.4% | +7.1% |
| 3M | +0.1% | +23.2% | -23.1% | -3.4% |
| 6M | +1.9% | +19.1% | -17.2% | -1.3% |
| YTD | +22.0% | +9.0% | +13.1% | +19.5% |
| 1Y | +22.1% | +10.2% | +11.9% | +19.3% |
| 3Y | +58.7% | +122.4% | -63.7% | +37.9% |
| 5Y | +22.3% | +116.3% | -94.0% | +5.5% |
| 10Y | +71.6% | +686.6% | -614.9% | +26.8% |
| All | +71.6% | +667.8% | -596.2% | +26.8% |
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