+113.9%
HCA vs EXPD
+61.0%
+52.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +1.3% |
| 7D | +7.9% | -5.5% | +13.4% | +9.4% |
| 30D | +11.9% | -1.9% | +13.8% | +12.2% |
| 3M | +22.4% | +6.1% | +16.3% | +20.0% |
| 6M | +16.5% | +21.6% | -5.2% | +9.5% |
| YTD | +8.7% | +27.9% | -19.2% | -0.4% |
| 1Y | +6.7% | +39.4% | -32.7% | -5.1% |
| 3Y | +127.0% | +72.7% | +54.3% | +83.3% |
| 5Y | +113.9% | +60.3% | +53.6% | +74.3% |
| All | +113.9% | +61.0% | +52.9% | +74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling