+675.2%
XBI vs HCA
+1,743.3%
-1,068.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.8% |
| 7D | -4.6% | +5.4% | -10.1% | -6.3% |
| 30D | -2.0% | +3.0% | -5.0% | -3.1% |
| 3M | +17.8% | +13.0% | +4.8% | +12.5% |
| 6M | +23.7% | -20.3% | +44.0% | +31.7% |
| YTD | +28.2% | -8.2% | +36.5% | +29.8% |
| 1Y | +64.0% | +6.7% | +57.3% | +57.5% |
| 3Y | +99.4% | +60.4% | +39.0% | +63.7% |
| 5Y | +19.3% | +73.4% | -54.1% | -7.0% |
| 10Y | +158.7% | +506.9% | -348.2% | +24.4% |
| All | +675.2% | +1,743.3% | -1,068.0% | +158.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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