+2,094.4%
HCA vs EXPD
+377.7%
+1,716.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +9.0% | -7.4% | +16.4% | +12.2% |
| 30D | +11.8% | -2.1% | +13.9% | +12.5% |
| 3M | +22.1% | +5.7% | +16.4% | +18.8% |
| 6M | +16.4% | +21.4% | -5.0% | +6.5% |
| YTD | +8.6% | +27.6% | -19.0% | -4.1% |
| 1Y | +10.6% | +36.1% | -25.5% | -5.2% |
| 3Y | +121.7% | +69.9% | +51.8% | +67.7% |
| 5Y | +114.5% | +59.7% | +54.8% | +63.2% |
| 10Y | +657.1% | +323.0% | +334.0% | +260.1% |
| All | +2,094.4% | +377.7% | +1,716.7% | +858.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling