+14.3%
XLI vs HCA
+8.6%
+5.7%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +1.0% |
| 7D | -1.7% | +5.4% | -7.1% | -2.1% |
| 30D | -7.3% | +3.0% | -10.2% | -7.5% |
| 3M | -1.3% | +13.0% | -14.4% | -2.5% |
| 6M | +2.2% | -20.3% | +22.5% | +4.2% |
| YTD | +11.7% | -8.2% | +19.9% | +12.9% |
| 1Y | +14.3% | +6.7% | +7.6% | +12.8% |
| All | +14.3% | +8.6% | +5.7% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling