+227.7%
XLE vs HCA
+73.0%
+154.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.1% | +0.1% |
| 7D | +0.3% | +4.9% | -4.6% | -0.4% |
| 30D | +8.5% | +1.9% | +6.6% | +8.1% |
| 3M | +14.6% | +12.7% | +1.9% | +12.0% |
| 6M | +17.6% | -22.3% | +39.9% | +22.6% |
| YTD | +48.1% | -9.3% | +57.4% | +49.5% |
| 1Y | +53.8% | +2.7% | +51.1% | +50.7% |
| 3Y | +56.2% | +57.8% | -1.6% | +36.2% |
| 5Y | +227.7% | +70.3% | +157.4% | +173.2% |
| All | +227.7% | +73.0% | +154.7% | +173.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling