+1,645.7%
HCA vs EXPE
+881.2%
+764.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.9% | +7.1% | +0.9% |
| 7D | -2.8% | -9.8% | +7.0% | -0.8% |
| 30D | -2.7% | -11.5% | +8.8% | -0.5% |
| 3M | +11.5% | +21.7% | -10.2% | +6.7% |
| 6M | -24.3% | +10.4% | -34.7% | -26.5% |
| YTD | -13.6% | -2.5% | -11.1% | -14.8% |
| 1Y | -3.2% | +27.3% | -30.5% | -10.6% |
| 3Y | +50.4% | +153.5% | -103.1% | +14.2% |
| 5Y | +64.8% | +91.1% | -26.3% | +27.2% |
| 10Y | +456.5% | +153.1% | +303.4% | +265.6% |
| All | +1,645.7% | +881.2% | +764.5% | +898.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling