+72.8%
HCA vs EXE
+97.7%
-24.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.6% |
| 7D | +5.4% | -3.1% | +8.6% | +5.8% |
| 30D | +3.0% | -0.9% | +3.9% | +3.1% |
| 3M | +13.0% | +9.6% | +3.5% | +11.4% |
| 6M | -20.3% | -11.6% | -8.7% | -19.0% |
| YTD | -8.2% | -12.6% | +4.3% | -6.9% |
| 1Y | +6.7% | +1.2% | +5.5% | +5.2% |
| 3Y | +60.4% | +18.0% | +42.3% | +52.0% |
| All | +72.8% | +97.7% | -24.9% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling