+50.4%
HCA vs EXPD
+66.3%
-15.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | -2.8% | -0.9% | -1.9% | -2.6% |
| 30D | -2.7% | +4.1% | -6.8% | -3.5% |
| 3M | +11.5% | +13.8% | -2.3% | +8.6% |
| 6M | -24.3% | +27.3% | -51.6% | -28.0% |
| YTD | -13.6% | +25.4% | -39.0% | -18.3% |
| 1Y | -3.2% | +54.4% | -57.6% | -13.6% |
| 3Y | +50.4% | +67.9% | -17.5% | +26.6% |
| All | +50.4% | +66.3% | -15.9% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling