+248.8%
XLF vs HCA
+511.6%
-262.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.2% |
| 7D | -1.5% | +5.4% | -6.9% | -3.2% |
| 30D | -1.2% | +3.0% | -4.1% | -2.2% |
| 3M | +9.2% | +13.0% | -3.8% | +4.2% |
| 6M | +16.3% | -20.3% | +36.6% | +24.4% |
| YTD | +5.4% | -8.2% | +13.7% | +6.9% |
| 1Y | +7.6% | +6.7% | +0.9% | +3.2% |
| 3Y | +74.2% | +60.4% | +13.8% | +40.4% |
| 5Y | +66.1% | +73.4% | -7.3% | +25.8% |
| All | +248.8% | +511.6% | -262.8% | +76.8% |
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 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