+54.9%
XLE vs HCA
+51.3%
+3.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | 0.0% | -2.8% | +2.8% | +0.1% |
| 30D | +12.6% | -2.7% | +15.4% | +12.8% |
| 3M | +11.8% | +11.5% | +0.4% | +10.7% |
| 6M | +16.1% | -24.3% | +40.4% | +19.4% |
| YTD | +46.9% | -13.6% | +60.5% | +48.1% |
| 1Y | +53.3% | -3.2% | +56.4% | +51.5% |
| 3Y | +54.9% | +50.4% | +4.5% | +33.8% |
| All | +54.9% | +51.3% | +3.6% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling