+1,688.9%
XLK vs HCA
+1,743.3%
-54.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | 0.0% | +1.0% |
| 7D | +0.2% | +5.4% | -5.2% | -1.1% |
| 30D | -0.6% | +3.0% | -3.6% | -1.4% |
| 3M | +2.6% | +13.0% | -10.5% | -1.1% |
| 6M | +34.0% | -20.3% | +54.2% | +40.3% |
| YTD | +30.7% | -8.2% | +38.9% | +31.7% |
| 1Y | +39.2% | +6.7% | +32.5% | +34.6% |
| 3Y | +120.4% | +60.4% | +60.0% | +87.8% |
| 5Y | +148.8% | +73.4% | +75.4% | +103.9% |
| 10Y | +803.3% | +506.9% | +296.4% | +432.8% |
| All | +1,688.9% | +1,743.3% | -54.3% | +709.9% |
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