+71.1%
HCA vs EXPE
+90.4%
-19.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.3% |
| 7D | +2.9% | -8.7% | +11.6% | +4.1% |
| 30D | +2.4% | -13.6% | +16.0% | +4.1% |
| 3M | +13.0% | +26.6% | -13.6% | +9.6% |
| 6M | -21.4% | +19.9% | -41.3% | -23.5% |
| YTD | -9.5% | -1.7% | -7.8% | -10.0% |
| 1Y | +7.5% | +29.4% | -21.9% | +2.2% |
| 3Y | +57.6% | +155.7% | -98.1% | +30.0% |
| 5Y | +71.1% | +93.1% | -22.0% | +39.7% |
| All | +71.1% | +90.4% | -19.2% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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