+9.0%
HCA vs Q
+19.7%
-10.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.1% | +10.4% | +10.3% |
| 7D | +10.2% | -3.3% | +13.5% | +10.1% |
| 30D | +17.4% | -9.7% | +27.1% | +17.0% |
| 3M | +27.7% | -16.1% | +43.8% | +26.8% |
| 6M | +20.0% | -15.7% | +35.7% | +18.5% |
| YTD | +10.0% | +45.7% | -35.8% | +8.8% |
| 1Y | +9.0% | +18.0% | -9.0% | +7.3% |
| All | +9.0% | +19.7% | -10.7% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling