+6.7%
HCA vs XME
+34.9%
-28.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.3% |
| 7D | +5.4% | -4.2% | +9.6% | +5.2% |
| 30D | +3.0% | -2.7% | +5.7% | +2.9% |
| 3M | +13.0% | -3.9% | +16.9% | +13.3% |
| 6M | -20.3% | -1.0% | -19.3% | -20.3% |
| YTD | -8.2% | +9.8% | -18.0% | -8.2% |
| 1Y | +6.7% | +32.5% | -25.9% | +13.2% |
| All | +6.7% | +34.9% | -28.2% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling