+241.1%
IONQ vs HCA
+170.2%
+70.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | -5.6% | +2.9% | -8.5% | -6.4% |
| 30D | -15.2% | +2.4% | -17.6% | -15.8% |
| 3M | -34.9% | +13.0% | -48.0% | -37.7% |
| 6M | +4.9% | -21.4% | +26.3% | +12.7% |
| YTD | -17.9% | -9.5% | -8.4% | -17.2% |
| 1Y | -16.0% | +7.5% | -23.5% | -21.0% |
| 3Y | +90.5% | +57.6% | +32.9% | +42.8% |
| 5Y | +268.4% | +71.1% | +197.3% | +150.5% |
| All | +241.1% | +170.2% | +70.9% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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