+13.5%
QCOM vs HCA
+2.1%
+11.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.9% | -3.6% | +2.4% |
| 7D | +4.4% | +4.9% | -0.6% | +5.4% |
| 30D | +9.4% | +1.9% | +7.5% | +9.8% |
| 3M | -13.7% | +12.7% | -26.4% | -10.8% |
| 6M | +28.9% | -22.3% | +51.2% | +30.5% |
| YTD | +4.7% | -9.3% | +14.1% | +4.5% |
| 1Y | +13.5% | +2.7% | +10.8% | +6.6% |
| All | +13.5% | +2.1% | +11.4% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling