+1,658.7%
HCA vs XRT
+345.9%
+1,312.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.6% |
| 7D | -3.1% | +0.8% | -3.9% | -3.5% |
| 30D | -1.1% | -4.2% | +3.1% | +1.1% |
| 3M | +12.2% | +5.1% | +7.1% | +8.9% |
| 6M | -25.3% | +2.4% | -27.8% | -26.6% |
| YTD | -12.9% | +3.2% | -16.1% | -15.1% |
| 1Y | -0.9% | +1.5% | -2.5% | -2.9% |
| 3Y | +47.6% | +40.6% | +7.1% | +16.1% |
| 5Y | +67.0% | -1.0% | +68.0% | +56.9% |
| 10Y | +471.4% | +128.4% | +343.0% | +166.8% |
| All | +1,658.7% | +345.9% | +1,312.8% | +426.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling