+38.9%
QCOM vs HCA
+73.0%
-34.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.9% | -3.6% | +0.2% |
| 7D | +4.4% | +4.9% | -0.6% | +3.2% |
| 30D | +9.4% | +1.9% | +7.5% | +8.8% |
| 3M | -13.7% | +12.7% | -26.4% | -16.7% |
| 6M | +28.9% | -22.3% | +51.2% | +37.7% |
| YTD | +4.7% | -9.3% | +14.1% | +5.9% |
| 1Y | +13.5% | +2.7% | +10.8% | +9.4% |
| 3Y | +77.1% | +57.8% | +19.3% | +40.1% |
| 5Y | +38.9% | +70.3% | -31.4% | -1.4% |
| All | +38.9% | +73.0% | -34.1% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling