+58.2%
HCA vs EXR
+22.1%
+36.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.3% |
| 7D | +2.9% | -3.2% | +6.1% | +3.8% |
| 30D | +2.4% | -6.9% | +9.3% | +4.4% |
| 3M | +13.0% | -7.8% | +20.8% | +15.6% |
| 6M | -21.4% | -4.9% | -16.5% | -20.4% |
| YTD | -9.5% | +7.2% | -16.6% | -11.5% |
| 1Y | +7.5% | -1.5% | +9.0% | +7.4% |
| All | +58.2% | +22.1% | +36.1% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling