+1,658.7%
HCA vs EXR
+1,116.8%
+541.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -3.1% | -2.6% | -0.5% | -2.1% |
| 30D | -1.1% | -7.2% | +6.1% | +1.6% |
| 3M | +12.2% | -3.5% | +15.7% | +13.6% |
| 6M | -25.3% | -5.3% | -20.1% | -24.0% |
| YTD | -12.9% | +9.4% | -22.3% | -16.2% |
| 1Y | -0.9% | +1.3% | -2.3% | -2.2% |
| 3Y | +47.6% | +22.4% | +25.2% | +32.8% |
| 5Y | +67.0% | -12.2% | +79.2% | +67.4% |
| 10Y | +471.4% | +148.6% | +322.9% | +272.1% |
| All | +1,658.7% | +1,116.8% | +541.9% | +348.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling