+650.3%
HCA vs EXPD
+335.0%
+315.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +0.8% | +5.5% | -4.7% | -1.3% |
| 30D | +6.1% | -0.8% | +6.9% | +6.1% |
| 3M | +21.4% | +4.1% | +17.3% | +19.0% |
| 6M | +17.2% | +25.7% | -8.5% | +5.9% |
| YTD | +7.5% | +31.4% | -23.9% | -6.0% |
| 1Y | +6.2% | +42.2% | -36.0% | -10.4% |
| 3Y | +122.0% | +77.2% | +44.8% | +64.6% |
| 5Y | +112.2% | +61.0% | +51.2% | +61.5% |
| All | +650.3% | +335.0% | +315.3% | +271.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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