+32.0%
XLP vs HCA
+66.8%
-34.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.5% |
| 7D | -1.4% | -2.8% | +1.4% | -0.9% |
| 30D | -1.3% | -2.7% | +1.5% | -0.8% |
| 3M | +1.8% | +11.5% | -9.6% | -0.5% |
| 6M | -0.8% | -24.3% | +23.5% | +4.1% |
| YTD | +9.5% | -13.6% | +23.1% | +11.9% |
| 1Y | +7.2% | -3.2% | +10.4% | +6.8% |
| 3Y | +27.1% | +50.4% | -23.3% | +14.6% |
| 5Y | +32.0% | +64.8% | -32.7% | +12.4% |
| All | +32.0% | +66.8% | -34.7% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling