+362.4%
XLP vs HCA
+2,041.0%
-1,678.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.9% |
| 7D | +0.7% | +4.6% | -3.9% | -0.1% |
| 30D | +10.3% | +12.7% | -2.5% | +8.0% |
| 3M | +6.5% | +21.3% | -14.7% | +3.0% |
| 6M | +8.4% | +15.7% | -7.3% | +5.4% |
| YTD | +18.2% | +6.6% | +11.6% | +16.2% |
| 1Y | +22.4% | +5.7% | +16.7% | +20.4% |
| 3Y | +41.9% | +119.2% | -77.3% | +22.4% |
| 5Y | +40.9% | +107.9% | -67.0% | +20.8% |
| 10Y | +128.4% | +610.7% | -482.3% | +58.7% |
| All | +362.4% | +2,041.0% | -1,678.6% | +165.8% |
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