+499.7%
HCA vs EXPD
+316.4%
+183.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.7% | +4.4% |
| 7D | +4.9% | +1.2% | +3.8% | +4.5% |
| 30D | +1.9% | +5.2% | -3.3% | -0.2% |
| 3M | +12.7% | +13.2% | -0.5% | +6.8% |
| 6M | -22.3% | +30.3% | -52.7% | -30.9% |
| YTD | -9.3% | +27.0% | -36.4% | -19.4% |
| 1Y | +2.7% | +57.3% | -54.6% | -17.4% |
| 3Y | +57.8% | +70.0% | -12.2% | +19.3% |
| 5Y | +70.3% | +61.6% | +8.7% | +28.4% |
| 10Y | +499.7% | +321.1% | +178.6% | +183.2% |
| All | +499.7% | +316.4% | +183.3% | +183.2% |
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