+114.5%
HCA vs XRT
-4.8%
+119.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +0.8% | +1.7% | -0.9% | +0.1% |
| 30D | +6.1% | +7.5% | -1.4% | +3.1% |
| 3M | +21.4% | +2.2% | +19.2% | +20.3% |
| 6M | +17.2% | +14.7% | +2.5% | +10.8% |
| YTD | +7.5% | +7.5% | 0.0% | +3.9% |
| 1Y | +6.2% | +14.1% | -8.0% | +0.1% |
| 3Y | +122.0% | +58.8% | +63.2% | +75.6% |
| All | +114.5% | -4.8% | +119.4% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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