+110.8%
HCA vs SOXQ
+286.7%
-175.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +1.1% |
| 7D | +5.4% | +0.8% | +4.7% | +5.3% |
| 30D | +3.0% | -4.6% | +7.6% | +3.6% |
| 3M | +13.0% | -10.2% | +23.2% | +13.8% |
| 6M | -20.3% | +49.7% | -69.9% | -28.2% |
| YTD | -8.2% | +67.2% | -75.5% | -19.5% |
| 1Y | +6.7% | +98.0% | -91.3% | -10.3% |
| 3Y | +60.4% | +237.2% | -176.8% | +9.0% |
| 5Y | +73.4% | +261.3% | -187.8% | +9.7% |
| All | +110.8% | +286.7% | -175.9% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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