+74.8%
QCOM vs HCA
+51.3%
+23.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.2% |
| 7D | +5.1% | -2.8% | +7.9% | +5.1% |
| 30D | +4.3% | -2.7% | +7.0% | +4.3% |
| 3M | -19.6% | +11.5% | -31.1% | -20.1% |
| 6M | +29.5% | -24.3% | +53.8% | +33.9% |
| YTD | +3.4% | -13.6% | +17.0% | +4.4% |
| 1Y | +10.9% | -3.2% | +14.1% | +9.2% |
| 3Y | +74.8% | +50.4% | +24.4% | +47.9% |
| All | +74.8% | +51.3% | +23.4% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling