+143.7%
XLC vs HCA
+334.3%
-190.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.6% |
| 7D | +0.5% | +5.4% | -4.9% | -0.9% |
| 30D | +2.1% | +3.0% | -0.9% | +1.2% |
| 3M | +0.7% | +13.0% | -12.3% | -2.8% |
| 6M | -3.2% | -20.3% | +17.1% | +2.0% |
| YTD | -3.8% | -8.2% | +4.4% | -2.6% |
| 1Y | -2.0% | +6.7% | -8.7% | -5.0% |
| 3Y | +71.4% | +60.4% | +11.0% | +45.3% |
| 5Y | +40.7% | +73.4% | -32.8% | +13.7% |
| All | +143.7% | +334.3% | -190.6% | +52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling