+229.4%
HCA vs QS
-47.4%
+276.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | -0.1% |
| 7D | +2.9% | -5.0% | +7.9% | +3.0% |
| 30D | +2.4% | -18.3% | +20.7% | +2.8% |
| 3M | +13.0% | -26.0% | +39.0% | +13.6% |
| 6M | -21.4% | -24.0% | +2.7% | -21.2% |
| YTD | -9.5% | -50.3% | +40.8% | -8.4% |
| 1Y | +7.5% | -38.0% | +45.5% | +7.6% |
| 3Y | +57.6% | -24.6% | +82.2% | +53.0% |
| 5Y | +71.1% | -75.4% | +146.5% | +67.0% |
| All | +229.4% | -47.4% | +276.8% | +218.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling