+45.7%
EXC vs HCA
+73.0%
-27.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.5% | -1.5% |
| 7D | +0.3% | +4.9% | -4.6% | -0.6% |
| 30D | -0.9% | +1.9% | -2.7% | -1.3% |
| 3M | -2.7% | +12.7% | -15.4% | -5.2% |
| 6M | -9.4% | -22.3% | +13.0% | -5.1% |
| YTD | +3.0% | -9.3% | +12.4% | +4.2% |
| 1Y | +5.1% | +2.7% | +2.4% | +3.5% |
| 3Y | +20.6% | +57.8% | -37.2% | +6.9% |
| 5Y | +45.7% | +70.3% | -24.6% | +19.8% |
| All | +45.7% | +73.0% | -27.3% | +19.8% |
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