+498.2%
HCA vs EXR
+151.8%
+346.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.1% |
| 7D | +5.4% | -1.2% | +6.6% | +5.8% |
| 30D | +3.0% | -6.2% | +9.2% | +5.1% |
| 3M | +13.0% | -7.4% | +20.4% | +15.9% |
| 6M | -20.3% | -0.5% | -19.7% | -20.3% |
| YTD | -8.2% | +8.1% | -16.3% | -11.1% |
| 1Y | +6.7% | -2.9% | +9.6% | +7.0% |
| 3Y | +60.4% | +22.9% | +37.4% | +45.6% |
| 5Y | +73.4% | -10.2% | +83.6% | +73.4% |
| All | +498.2% | +151.8% | +346.4% | +363.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 10y: compounded portfolio wealth divided by compounded EXR 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…
10y analysis · Full analysis span regression · 6 months rolling