+26.9%
XLV vs HCA
-0.5%
+27.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | +0.2% | -3.1% | +3.2% | +0.7% |
| 30D | +4.4% | -1.1% | +5.6% | +4.6% |
| 3M | +13.2% | +12.2% | +1.1% | +11.3% |
| 6M | +10.1% | -25.3% | +35.4% | +13.4% |
| YTD | +11.7% | -12.9% | +24.6% | +13.6% |
| 1Y | +26.9% | -0.9% | +27.9% | +24.7% |
| All | +26.9% | -0.5% | +27.5% | +24.7% |
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