+46.3%
XLU vs HCA
+59.6%
-13.4%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | -1.6% | +5.4% | -7.0% | -2.4% |
| 30D | -3.3% | +3.0% | -6.3% | -3.8% |
| 3M | -3.2% | +13.0% | -16.2% | -5.3% |
| 6M | -7.0% | -20.3% | +13.3% | -3.6% |
| YTD | +0.6% | -8.2% | +8.9% | +1.5% |
| 1Y | +2.4% | +6.7% | -4.3% | +0.3% |
| 3Y | +46.3% | +60.4% | -14.1% | +29.5% |
| All | +46.3% | +59.6% | -13.4% | +29.5% |
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