+498.2%
HCA vs EXEL
+375.2%
+123.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.6% | +1.7% |
| 7D | +5.4% | -4.9% | +10.3% | +6.2% |
| 30D | +3.0% | +11.4% | -8.4% | +1.3% |
| 3M | +13.0% | +4.9% | +8.1% | +12.1% |
| 6M | -20.3% | +34.4% | -54.7% | -23.9% |
| YTD | -8.2% | +28.0% | -36.3% | -11.9% |
| 1Y | +6.7% | +43.6% | -36.9% | +0.3% |
| 3Y | +60.4% | +155.2% | -94.8% | +34.9% |
| 5Y | +73.4% | +181.2% | -107.7% | +41.5% |
| All | +498.2% | +375.2% | +123.0% | +387.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling