+128.8%
XLP vs HCA
+695.0%
-566.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.5% |
| 7D | +0.1% | +7.9% | -7.9% | -1.4% |
| 30D | +8.9% | +11.9% | -3.0% | +6.5% |
| 3M | +7.5% | +22.4% | -14.9% | +3.3% |
| 6M | +9.4% | +16.5% | -7.0% | +5.9% |
| YTD | +19.3% | +8.7% | +10.5% | +16.5% |
| 1Y | +21.7% | +6.7% | +15.1% | +19.2% |
| 3Y | +44.0% | +127.0% | -83.0% | +20.7% |
| 5Y | +42.8% | +113.9% | -71.1% | +18.9% |
| 10Y | +128.8% | +656.7% | -527.9% | +56.9% |
| All | +128.8% | +695.0% | -566.2% | +56.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling