+2,589.1%
HCA vs XYL
+459.9%
+2,129.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +5.4% |
| 7D | +4.9% | +0.8% | +4.1% | +4.5% |
| 30D | +1.9% | -10.8% | +12.7% | +7.1% |
| 3M | +12.7% | -2.5% | +15.3% | +13.7% |
| 6M | -22.3% | -12.2% | -10.2% | -18.1% |
| YTD | -9.3% | -20.1% | +10.7% | -0.9% |
| 1Y | +2.7% | -20.6% | +23.4% | +12.5% |
| 3Y | +57.8% | +17.3% | +40.5% | +39.9% |
| 5Y | +70.3% | -14.5% | +84.8% | +71.4% |
| 10Y | +499.7% | +150.2% | +349.5% | +279.9% |
| All | +2,589.1% | +459.9% | +2,129.2% | +1,130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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