+34.0%
XLB vs HCA
+71.9%
-38.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | 0.0% |
| 7D | -2.8% | +5.4% | -8.3% | -4.2% |
| 30D | -3.1% | +3.0% | -6.1% | -3.9% |
| 3M | -0.2% | +13.0% | -13.2% | -3.6% |
| 6M | +3.1% | -20.3% | +23.3% | +8.7% |
| YTD | +13.3% | -8.2% | +21.5% | +14.6% |
| 1Y | +12.0% | +6.7% | +5.3% | +8.3% |
| 3Y | +31.4% | +60.4% | -29.0% | +9.7% |
| All | +34.0% | +71.9% | -38.0% | +4.2% |
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