+44.2%
XLU vs HCA
+71.9%
-27.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | -1.6% | +5.4% | -7.0% | -2.6% |
| 30D | -3.3% | +3.0% | -6.3% | -4.0% |
| 3M | -3.2% | +13.0% | -16.2% | -5.8% |
| 6M | -7.0% | -20.3% | +13.3% | -3.0% |
| YTD | +0.6% | -8.2% | +8.9% | +1.6% |
| 1Y | +2.4% | +6.7% | -4.3% | -0.1% |
| 3Y | +46.3% | +60.4% | -14.1% | +28.4% |
| All | +44.2% | +71.9% | -27.7% | +17.6% |
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