+9.0%
HCA vs EXE
-18.4%
+27.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -2.9% | +13.2% | +9.8% |
| 7D | +10.2% | -4.7% | +14.9% | +9.4% |
| 30D | +17.4% | +1.0% | +16.4% | +17.5% |
| 3M | +27.7% | -5.6% | +33.3% | +26.6% |
| 6M | +20.0% | -12.3% | +32.3% | +18.4% |
| YTD | +10.0% | -19.5% | +29.5% | +7.9% |
| 1Y | +9.0% | -18.9% | +27.9% | +7.8% |
| All | +9.0% | -18.4% | +27.5% | +7.8% |
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