+72.8%
HCA vs XHB
+33.0%
+39.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.7% |
| 7D | +5.4% | -4.6% | +10.1% | +7.4% |
| 30D | +3.0% | -9.1% | +12.1% | +7.0% |
| 3M | +13.0% | -8.6% | +21.6% | +16.7% |
| 6M | -20.3% | -4.0% | -16.2% | -19.7% |
| YTD | -8.2% | -3.9% | -4.3% | -8.2% |
| 1Y | +6.7% | -16.5% | +23.2% | +13.3% |
| 3Y | +60.4% | +22.6% | +37.8% | +33.6% |
| All | +72.8% | +33.0% | +39.7% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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