+331.3%
XLP vs HCA
+1,648.5%
-1,317.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -1.0% | -3.1% | +2.1% | -0.5% |
| 30D | -0.9% | -1.1% | +0.3% | -0.7% |
| 3M | +3.8% | +12.2% | -8.3% | +1.6% |
| 6M | -1.7% | -25.3% | +23.6% | +2.8% |
| YTD | +10.3% | -12.9% | +23.2% | +12.2% |
| 1Y | +7.8% | -0.9% | +8.7% | +7.2% |
| 3Y | +27.2% | +47.6% | -20.4% | +17.3% |
| 5Y | +32.5% | +67.0% | -34.4% | +17.9% |
| 10Y | +101.8% | +471.4% | -369.7% | +45.5% |
| All | +331.3% | +1,648.5% | -1,317.2% | +156.8% |
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