+198.5%
XLE vs HCA
+2,058.6%
-1,860.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.2% |
| 3M | +7.0% | +21.4% | -14.4% | -0.2% |
| 6M | +14.2% | +17.2% | -3.0% | +6.9% |
| YTD | +48.2% | +7.5% | +40.7% | +41.4% |
| 1Y | +47.7% | +6.2% | +41.5% | +41.3% |
| 3Y | +70.0% | +122.0% | -52.0% | +22.0% |
| 5Y | +169.1% | +112.2% | +57.0% | +89.2% |
| 10Y | +180.7% | +675.7% | -495.0% | +24.8% |
| All | +198.5% | +2,058.6% | -1,860.1% | -8.0% |
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