+215.4%
IONQ vs HCA
+225.2%
-9.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.7% |
| 7D | +15.3% | -0.9% | +16.2% | +15.5% |
| 30D | -6.1% | +10.3% | -16.4% | -8.7% |
| 3M | -21.6% | +23.2% | -44.8% | -26.2% |
| 6M | -40.1% | +19.1% | -59.3% | -43.4% |
| YTD | -24.1% | +9.0% | -33.1% | -27.4% |
| 1Y | -37.4% | +10.2% | -47.6% | -40.4% |
| 3Y | +219.5% | +122.4% | +97.1% | +109.7% |
| 5Y | +76.9% | +116.3% | -39.3% | +14.0% |
| All | +215.4% | +225.2% | -9.8% | +102.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling