+233.8%
HCA vs QS
-46.4%
+280.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.6% | +1.3% |
| 7D | +5.4% | -3.6% | +9.1% | +5.5% |
| 30D | +3.0% | -17.2% | +20.2% | +3.4% |
| 3M | +13.0% | -27.0% | +40.0% | +13.6% |
| 6M | -20.3% | -24.6% | +4.3% | -20.0% |
| YTD | -8.2% | -49.3% | +41.1% | -7.2% |
| 1Y | +6.7% | -40.3% | +47.0% | +6.9% |
| 3Y | +60.4% | -23.8% | +84.2% | +55.6% |
| 5Y | +73.4% | -75.0% | +148.4% | +69.2% |
| All | +233.8% | -46.4% | +280.2% | +222.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling