+71.1%
HCA vs EXR
-11.2%
+82.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.3% |
| 7D | +2.9% | -3.2% | +6.1% | +4.0% |
| 30D | +2.4% | -6.9% | +9.3% | +4.8% |
| 3M | +13.0% | -7.8% | +20.8% | +16.1% |
| 6M | -21.4% | -4.9% | -16.5% | -20.2% |
| YTD | -9.5% | +7.2% | -16.6% | -12.1% |
| 1Y | +7.5% | -1.5% | +9.0% | +7.3% |
| 3Y | +57.6% | +22.3% | +35.3% | +42.9% |
| 5Y | +71.1% | -10.9% | +82.0% | +78.8% |
| All | +71.1% | -11.2% | +82.3% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling