+45.3%
XOP vs HCA
+11.2%
+34.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +10.3% | -16.7% | -4.1% |
| 7D | -10.5% | +10.2% | -20.8% | -8.3% |
| 30D | -4.3% | +17.4% | -21.8% | -0.8% |
| 3M | +4.7% | +27.7% | -23.0% | +10.5% |
| 6M | -0.1% | +20.0% | -20.1% | +5.2% |
| YTD | +43.8% | +10.0% | +33.9% | +48.2% |
| 1Y | +45.3% | +9.0% | +36.3% | +50.4% |
| All | +45.3% | +11.2% | +34.1% | +50.4% |
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