+64.4%
VZ vs HCA
+487.9%
-423.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.9% | -6.3% | -2.1% |
| 7D | -1.0% | +4.9% | -5.9% | -1.7% |
| 30D | +5.8% | +1.9% | +3.9% | +5.4% |
| 3M | +10.5% | +12.7% | -2.2% | +8.2% |
| 6M | +1.8% | -22.3% | +24.1% | +5.5% |
| YTD | +28.3% | -9.3% | +37.6% | +29.6% |
| 1Y | +22.0% | +2.7% | +19.2% | +20.6% |
| 3Y | +81.8% | +57.8% | +24.0% | +67.1% |
| 5Y | +25.3% | +70.3% | -45.0% | +12.5% |
| 10Y | +64.4% | +499.7% | -435.3% | +22.4% |
| All | +64.4% | +487.9% | -423.5% | +22.4% |
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