+2,101.5%
HCA vs EXPD
+391.4%
+1,710.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.5% | -0.8% |
| 7D | -0.9% | -1.6% | +0.7% | -0.3% |
| 30D | +10.3% | +0.6% | +9.7% | +9.8% |
| 3M | +23.2% | +9.8% | +13.4% | +18.1% |
| 6M | +19.1% | +25.8% | -6.6% | +7.4% |
| YTD | +9.0% | +31.3% | -22.3% | -4.9% |
| 1Y | +10.2% | +40.9% | -30.7% | -6.9% |
| 3Y | +122.4% | +74.7% | +47.7% | +66.3% |
| 5Y | +116.3% | +62.9% | +53.4% | +63.3% |
| 10Y | +686.6% | +334.3% | +352.2% | +270.2% |
| All | +2,101.5% | +391.4% | +1,710.1% | +850.2% |
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