+464.8%
XLF vs HCA
+1,718.5%
-1,253.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.9% | +2.9% | -5.8% | -3.8% |
| 30D | -1.6% | +2.4% | -4.0% | -2.4% |
| 3M | +9.3% | +13.0% | -3.8% | +4.7% |
| 6M | +14.6% | -21.4% | +36.0% | +22.3% |
| YTD | +4.7% | -9.5% | +14.2% | +6.5% |
| 1Y | +8.6% | +7.5% | +1.1% | +4.4% |
| 3Y | +73.9% | +57.6% | +16.3% | +44.8% |
| 5Y | +65.0% | +71.1% | -6.1% | +30.4% |
| 10Y | +250.4% | +498.8% | -248.4% | +83.9% |
| All | +464.8% | +1,718.5% | -1,253.7% | +97.1% |
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