+41.9%
XLP vs HCA
+118.8%
-76.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.8% |
| 7D | +0.7% | +4.6% | -3.9% | -0.1% |
| 30D | +10.3% | +12.7% | -2.5% | +7.9% |
| 3M | +6.5% | +21.3% | -14.7% | +2.8% |
| 6M | +8.4% | +15.7% | -7.3% | +5.1% |
| YTD | +18.2% | +6.6% | +11.6% | +15.9% |
| 1Y | +22.4% | +5.7% | +16.7% | +20.1% |
| 3Y | +41.9% | +119.2% | -77.3% | +20.7% |
| All | +41.9% | +118.8% | -76.9% | +20.7% |
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