+58.2%
HCA vs EXEL
+160.7%
-102.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | +2.9% | -2.9% | +5.8% | +3.2% |
| 30D | +2.4% | +11.9% | -9.5% | +1.4% |
| 3M | +13.0% | +9.2% | +3.8% | +12.2% |
| 6M | -21.4% | +39.1% | -60.5% | -23.4% |
| YTD | -9.5% | +31.0% | -40.5% | -11.5% |
| 1Y | +7.5% | +52.3% | -44.8% | +3.8% |
| All | +58.2% | +160.7% | -102.5% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling