+152.9%
HCA vs EXE
+187.5%
-34.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.5% | +5.2% |
| 7D | +4.9% | -2.7% | +7.6% | +5.3% |
| 30D | +1.9% | -0.4% | +2.3% | +1.9% |
| 3M | +12.7% | +9.5% | +3.3% | +11.1% |
| 6M | -22.3% | -9.3% | -13.0% | -21.4% |
| YTD | -9.3% | -10.9% | +1.6% | -8.2% |
| 1Y | +2.7% | +4.3% | -1.6% | +0.8% |
| 3Y | +57.8% | +18.8% | +39.0% | +49.4% |
| 5Y | +70.3% | +101.4% | -31.1% | +49.3% |
| All | +152.9% | +187.5% | -34.6% | +109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling