-0.9%
HCA vs EXE
+3.1%
-4.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -1.1% |
| 7D | -3.1% | -0.3% | -2.8% | -3.1% |
| 30D | -1.1% | +8.5% | -9.6% | -0.5% |
| 3M | +12.2% | +5.5% | +6.7% | +12.8% |
| 6M | -25.3% | -5.9% | -19.4% | -25.3% |
| YTD | -12.9% | -9.7% | -3.2% | -13.0% |
| 1Y | -0.9% | +3.6% | -4.5% | +1.8% |
| All | -0.9% | +3.1% | -4.0% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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