+501.2%
HCA vs XLRE
+109.5%
+391.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.7% |
| 7D | +5.4% | -1.2% | +6.6% | +6.3% |
| 30D | +3.0% | -2.4% | +5.4% | +4.8% |
| 3M | +13.0% | -2.5% | +15.5% | +15.1% |
| 6M | -20.3% | +4.0% | -24.2% | -22.6% |
| YTD | -8.2% | +9.3% | -17.5% | -14.4% |
| 1Y | +6.7% | +5.6% | +1.1% | +2.0% |
| 3Y | +60.4% | +31.3% | +29.1% | +27.9% |
| 5Y | +73.4% | +9.5% | +63.9% | +58.3% |
| 10Y | +506.9% | +89.0% | +417.9% | +283.4% |
| All | +501.2% | +109.5% | +391.7% | +262.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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