+60.4%
HCA vs XME
+122.1%
-61.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.4% |
| 7D | +5.4% | -4.2% | +9.6% | +5.7% |
| 30D | +3.0% | -2.7% | +5.7% | +3.1% |
| 3M | +13.0% | -3.9% | +16.9% | +13.4% |
| 6M | -20.3% | -1.0% | -19.3% | -20.5% |
| YTD | -8.2% | +9.8% | -18.0% | -9.9% |
| 1Y | +6.7% | +32.5% | -25.9% | +1.6% |
| 3Y | +60.4% | +124.3% | -64.0% | +30.4% |
| All | +60.4% | +122.1% | -61.7% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling