+70.3%
XLI vs HCA
+59.6%
+10.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.9% |
| 7D | -1.7% | +5.4% | -7.1% | -2.4% |
| 30D | -7.3% | +3.0% | -10.2% | -7.7% |
| 3M | -1.3% | +13.0% | -14.4% | -3.5% |
| 6M | +2.2% | -20.3% | +22.5% | +5.9% |
| YTD | +11.7% | -8.2% | +19.9% | +12.8% |
| 1Y | +14.3% | +6.7% | +7.6% | +11.9% |
| 3Y | +70.3% | +60.4% | +10.0% | +49.3% |
| All | +70.3% | +59.6% | +10.7% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling