+531.4%
XLI vs HCA
+1,721.2%
-1,189.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.9% | -6.4% | -2.9% |
| 7D | -0.6% | +4.9% | -5.5% | -2.0% |
| 30D | -6.9% | +1.9% | -8.8% | -7.6% |
| 3M | -1.9% | +12.7% | -14.7% | -5.7% |
| 6M | +1.0% | -22.3% | +23.4% | +7.7% |
| YTD | +11.3% | -9.3% | +20.7% | +13.1% |
| 1Y | +15.8% | +2.7% | +13.1% | +13.1% |
| 3Y | +69.8% | +57.8% | +12.0% | +43.5% |
| 5Y | +80.9% | +70.3% | +10.6% | +45.8% |
| 10Y | +257.2% | +499.7% | -242.4% | +98.1% |
| All | +531.4% | +1,721.2% | -1,189.8% | +148.5% |
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