+498.2%
HCA vs QSR
+135.2%
+363.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.7% | +1.1% |
| 7D | +5.4% | -4.0% | +9.4% | +7.5% |
| 30D | +3.0% | +2.8% | +0.2% | +1.5% |
| 3M | +13.0% | +5.1% | +7.9% | +10.0% |
| 6M | -20.3% | +8.8% | -29.1% | -24.0% |
| YTD | -8.2% | +14.8% | -23.1% | -15.3% |
| 1Y | +6.7% | +25.7% | -19.0% | -6.4% |
| 3Y | +60.4% | +27.5% | +32.9% | +35.4% |
| 5Y | +73.4% | +41.3% | +32.2% | +36.3% |
| All | +498.2% | +135.2% | +363.0% | +247.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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