+16.9%
XLB vs HCA
-0.5%
+17.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -1.4% | -3.1% | +1.7% | -1.0% |
| 30D | -0.4% | -1.1% | +0.8% | -0.3% |
| 3M | +2.0% | +12.2% | -10.2% | +0.8% |
| 6M | +1.8% | -25.3% | +27.2% | +3.9% |
| YTD | +16.6% | -12.9% | +29.5% | +17.3% |
| 1Y | +16.9% | -0.9% | +17.9% | +14.5% |
| All | +16.9% | -0.5% | +17.5% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling