+2,071.1%
HCA vs XRT
+364.5%
+1,706.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.6% |
| 7D | +0.8% | +1.7% | -0.9% | -0.2% |
| 30D | +6.1% | +7.5% | -1.4% | +2.0% |
| 3M | +21.4% | +2.2% | +19.2% | +19.8% |
| 6M | +17.2% | +14.7% | +2.5% | +8.3% |
| YTD | +7.5% | +7.5% | 0.0% | +2.4% |
| 1Y | +6.2% | +14.1% | -8.0% | -2.3% |
| 3Y | +122.0% | +58.8% | +63.2% | +62.7% |
| 5Y | +112.2% | -3.9% | +116.1% | +104.5% |
| 10Y | +675.7% | +137.7% | +538.0% | +255.0% |
| All | +2,071.1% | +364.5% | +1,706.6% | +534.6% |
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 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