+192.6%
XLE vs HCA
+1,648.5%
-1,455.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.5% |
| 7D | +2.2% | -3.1% | +5.3% | +3.2% |
| 30D | +11.8% | -1.1% | +12.9% | +12.0% |
| 3M | +9.8% | +12.2% | -2.3% | +4.8% |
| 6M | +15.6% | -25.3% | +40.9% | +25.5% |
| YTD | +45.3% | -12.9% | +58.2% | +49.2% |
| 1Y | +48.3% | -0.9% | +49.2% | +44.9% |
| 3Y | +55.4% | +47.6% | +7.8% | +28.6% |
| 5Y | +216.1% | +67.0% | +149.1% | +141.2% |
| 10Y | +178.4% | +471.4% | -293.1% | +35.9% |
| All | +192.6% | +1,648.5% | -1,455.9% | -2.9% |
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 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