+72.8%
HCA vs QSR
+40.5%
+32.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.7% | +1.1% |
| 7D | +5.4% | -4.0% | +9.4% | +6.9% |
| 30D | +3.0% | +2.8% | +0.2% | +1.9% |
| 3M | +13.0% | +5.1% | +7.9% | +10.9% |
| 6M | -20.3% | +8.8% | -29.1% | -22.9% |
| YTD | -8.2% | +14.8% | -23.1% | -13.4% |
| 1Y | +6.7% | +25.7% | -19.0% | -3.1% |
| 3Y | +60.4% | +27.5% | +32.9% | +40.3% |
| All | +72.8% | +40.5% | +32.3% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling