+1,658.7%
HCA vs EXPD
+376.8%
+1,281.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | -3.1% | -1.1% | -1.9% | -2.6% |
| 30D | -1.1% | +4.1% | -5.2% | -2.8% |
| 3M | +12.2% | +17.9% | -5.7% | +4.3% |
| 6M | -25.3% | +29.2% | -54.6% | -33.5% |
| YTD | -12.9% | +27.4% | -40.3% | -22.8% |
| 1Y | -0.9% | +56.8% | -57.8% | -20.3% |
| 3Y | +47.6% | +68.0% | -20.4% | +12.5% |
| 5Y | +67.0% | +61.9% | +5.1% | +26.0% |
| 10Y | +471.4% | +316.0% | +155.4% | +174.6% |
| All | +1,658.7% | +376.8% | +1,281.9% | +671.4% |
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