+28.6%
XLB vs HCA
+111.8%
-83.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +0.5% | +0.8% | -0.3% | +0.3% |
| 30D | +5.2% | +6.1% | -0.9% | +3.5% |
| 3M | +0.3% | +21.4% | -21.1% | -4.8% |
| 6M | +1.2% | +17.2% | -16.0% | -3.3% |
| YTD | +16.6% | +7.5% | +9.2% | +13.2% |
| 1Y | +21.4% | +6.2% | +15.3% | +18.2% |
| 3Y | +43.2% | +122.0% | -78.8% | +8.3% |
| All | +28.6% | +111.8% | -83.2% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling