+285.4%
XLB vs HCA
+2,058.6%
-1,773.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.2% |
| 3M | +0.3% | +21.4% | -21.1% | -5.5% |
| 6M | +1.2% | +17.2% | -16.0% | -4.1% |
| YTD | +16.6% | +7.5% | +9.2% | +12.7% |
| 1Y | +21.4% | +6.2% | +15.3% | +17.6% |
| 3Y | +43.2% | +122.0% | -78.8% | +9.0% |
| 5Y | +28.0% | +112.2% | -84.1% | -3.4% |
| 10Y | +164.8% | +675.7% | -511.0% | +34.1% |
| All | +285.4% | +2,058.6% | -1,773.1% | +36.7% |
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