+29.1%
XLV vs HCA
+8.5%
+20.6%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | +0.5% | +6.1% | -5.7% | -0.8% |
| 30D | +10.7% | +17.4% | -6.8% | +7.3% |
| 3M | +13.1% | +24.1% | -11.0% | +8.6% |
| 6M | +28.3% | +18.8% | +9.5% | +23.1% |
| YTD | +20.9% | +9.3% | +11.7% | +18.0% |
| 1Y | +29.1% | +8.0% | +21.1% | +25.4% |
| All | +29.1% | +8.5% | +20.6% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling