+245.8%
QCOM vs HCA
+667.8%
-422.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.7% |
| 7D | +2.0% | -0.9% | +2.9% | +2.2% |
| 30D | +1.2% | +10.3% | -9.1% | -1.6% |
| 3M | +9.1% | +23.2% | -14.1% | +2.7% |
| 6M | -25.0% | +19.1% | -44.1% | -29.3% |
| YTD | +4.8% | +9.0% | -4.1% | +0.4% |
| 1Y | +3.6% | +10.2% | -6.6% | -1.3% |
| 3Y | +51.5% | +122.4% | -70.9% | +11.8% |
| 5Y | +19.7% | +116.3% | -96.6% | -12.5% |
| 10Y | +245.8% | +686.6% | -440.8% | +83.5% |
| All | +245.8% | +667.8% | -422.0% | +83.5% |
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