+28.4%
XLY vs HCA
+71.9%
-43.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.5% |
| 7D | -1.7% | +5.4% | -7.1% | -3.1% |
| 30D | -4.2% | +3.0% | -7.2% | -5.0% |
| 3M | -2.7% | +13.0% | -15.7% | -6.2% |
| 6M | -0.6% | -20.3% | +19.6% | +5.1% |
| YTD | -5.0% | -8.2% | +3.2% | -3.8% |
| 1Y | -4.1% | +6.7% | -10.8% | -7.5% |
| 3Y | +33.6% | +60.4% | -26.8% | +9.3% |
| All | +28.4% | +71.9% | -43.5% | -4.2% |
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