+179.2%
XLE vs HCA
+675.7%
-496.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +5.4% | +0.8% | +4.6% | +5.1% |
| 30D | -3.9% | +6.1% | -10.0% | -6.4% |
| 3M | +7.0% | +21.4% | -14.4% | -1.0% |
| 6M | +14.2% | +17.2% | -3.0% | +6.0% |
| YTD | +48.2% | +7.5% | +40.7% | +40.6% |
| 1Y | +47.7% | +6.2% | +41.5% | +40.4% |
| 3Y | +70.0% | +122.0% | -52.0% | +14.1% |
| 5Y | +169.1% | +112.2% | +57.0% | +75.1% |
| All | +179.2% | +675.7% | -496.5% | +10.2% |
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 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