+64.3%
XLF vs HCA
+71.9%
-7.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.3% |
| 7D | -1.5% | +5.4% | -6.9% | -2.7% |
| 30D | -1.2% | +3.0% | -4.1% | -1.9% |
| 3M | +9.2% | +13.0% | -3.8% | +5.6% |
| 6M | +16.3% | -20.3% | +36.6% | +22.3% |
| YTD | +5.4% | -8.2% | +13.7% | +6.5% |
| 1Y | +7.6% | +6.7% | +0.9% | +4.1% |
| 3Y | +74.2% | +60.4% | +13.8% | +46.5% |
| All | +64.3% | +71.9% | -7.7% | +27.8% |
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 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