+257.2%
XOM vs HCA
+71.9%
+185.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.3% |
| 7D | +4.1% | +5.4% | -1.3% | +3.3% |
| 30D | +4.6% | +3.0% | +1.6% | +4.1% |
| 3M | +14.0% | +13.0% | +0.9% | +11.6% |
| 6M | +11.0% | -20.3% | +31.2% | +14.9% |
| YTD | +40.7% | -8.2% | +48.9% | +41.7% |
| 1Y | +52.3% | +6.7% | +45.6% | +48.6% |
| 3Y | +60.5% | +60.4% | +0.1% | +41.4% |
| All | +257.2% | +71.9% | +185.3% | +201.7% |
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 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