+285.2%
XLB vs HCA
+1,648.5%
-1,363.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -1.4% | -3.1% | +1.7% | -0.5% |
| 30D | -0.4% | -1.1% | +0.8% | -0.1% |
| 3M | +2.0% | +12.2% | -10.2% | -1.8% |
| 6M | +1.8% | -25.3% | +27.2% | +10.0% |
| YTD | +16.6% | -12.9% | +29.5% | +20.0% |
| 1Y | +16.9% | -0.9% | +17.9% | +15.4% |
| 3Y | +32.6% | +47.6% | -15.1% | +14.0% |
| 5Y | +35.6% | +67.0% | -31.3% | +9.8% |
| 10Y | +160.0% | +471.4% | -311.4% | +42.9% |
| All | +285.2% | +1,648.5% | -1,363.3% | +45.6% |
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