+169.4%
XLV vs HCA
+511.6%
-342.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.5% |
| 7D | -3.6% | +5.4% | -9.0% | -4.9% |
| 30D | -1.8% | +3.0% | -4.8% | -2.7% |
| 3M | +7.8% | +13.0% | -5.2% | +4.2% |
| 6M | +9.1% | -20.3% | +29.4% | +14.9% |
| YTD | +7.7% | -8.2% | +16.0% | +9.1% |
| 1Y | +20.4% | +6.7% | +13.7% | +17.0% |
| 3Y | +30.8% | +60.4% | -29.6% | +12.2% |
| 5Y | +34.6% | +73.4% | -38.8% | +10.6% |
| All | +169.4% | +511.6% | -342.2% | +59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling