+72.8%
HCA vs XRT
-1.7%
+74.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.8% |
| 7D | +5.4% | -3.2% | +8.6% | +6.7% |
| 30D | +3.0% | -4.5% | +7.5% | +4.8% |
| 3M | +13.0% | -3.1% | +16.1% | +14.3% |
| 6M | -20.3% | +4.2% | -24.5% | -21.8% |
| YTD | -8.2% | -0.1% | -8.1% | -8.7% |
| 1Y | +6.7% | -3.0% | +9.7% | +7.2% |
| 3Y | +60.4% | +41.8% | +18.6% | +33.2% |
| All | +72.8% | -1.7% | +74.5% | +58.0% |
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