+204.5%
VZ vs HCA
+1,648.5%
-1,444.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +0.1% | -3.1% | +3.1% | +0.5% |
| 30D | +7.9% | -1.1% | +9.0% | +8.0% |
| 3M | +13.6% | +12.2% | +1.5% | +11.6% |
| 6M | +1.1% | -25.3% | +26.4% | +5.1% |
| YTD | +29.3% | -12.9% | +42.2% | +31.3% |
| 1Y | +21.2% | -0.9% | +22.2% | +20.7% |
| 3Y | +75.9% | +47.6% | +28.3% | +64.5% |
| 5Y | +24.1% | +67.0% | -42.9% | +12.8% |
| 10Y | +62.4% | +471.4% | -409.1% | +22.9% |
| All | +204.5% | +1,648.5% | -1,444.0% | +90.2% |
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