+52.4%
XOP vs HCA
+8.6%
+43.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | +0.4% |
| 7D | +2.6% | +5.4% | -2.8% | +3.6% |
| 30D | +9.6% | +3.0% | +6.6% | +10.2% |
| 3M | +20.4% | +13.0% | +7.3% | +23.1% |
| 6M | +19.9% | -20.3% | +40.2% | +18.5% |
| YTD | +56.4% | -8.2% | +64.6% | +54.7% |
| 1Y | +52.4% | +6.7% | +45.7% | +46.2% |
| All | +52.4% | +8.6% | +43.8% | +46.2% |
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 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