+281.8%
QCOM vs HCA
+487.9%
-206.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.9% | -3.6% | 0.0% |
| 7D | +4.4% | +4.9% | -0.6% | +3.0% |
| 30D | +9.4% | +1.9% | +7.5% | +8.6% |
| 3M | -13.7% | +12.7% | -26.4% | -17.1% |
| 6M | +28.9% | -22.3% | +51.2% | +37.0% |
| YTD | +4.7% | -9.3% | +14.1% | +5.7% |
| 1Y | +13.5% | +2.7% | +10.8% | +9.7% |
| 3Y | +77.1% | +57.8% | +19.3% | +45.5% |
| 5Y | +38.9% | +70.3% | -31.4% | +8.9% |
| 10Y | +281.8% | +499.7% | -217.9% | +110.8% |
| All | +281.8% | +487.9% | -206.1% | +110.8% |
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