-9.5%
HCA vs Q
+75.4%
-84.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.2% |
| 7D | +2.9% | +4.1% | -1.2% | +3.1% |
| 30D | +2.4% | -10.7% | +13.1% | +1.9% |
| 3M | +13.0% | -11.7% | +24.7% | +11.7% |
| 6M | -21.4% | +8.3% | -29.7% | -23.0% |
| YTD | -9.5% | +51.3% | -60.8% | -10.8% |
| All | -9.5% | +75.4% | -84.9% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling