+364.3%
QCOM vs HCA
+1,648.5%
-1,284.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +3.3% | -3.1% | +6.4% | +4.1% |
| 30D | +7.7% | -1.1% | +8.8% | +7.9% |
| 3M | -30.1% | +12.2% | -42.2% | -32.6% |
| 6M | +22.8% | -25.3% | +48.2% | +30.8% |
| YTD | +0.2% | -12.9% | +13.1% | +2.0% |
| 1Y | +7.9% | -0.9% | +8.8% | +5.8% |
| 3Y | +55.8% | +47.6% | +8.2% | +34.6% |
| 5Y | +30.1% | +67.0% | -36.9% | +7.0% |
| 10Y | +248.9% | +471.4% | -222.6% | +105.7% |
| All | +364.3% | +1,648.5% | -1,284.3% | +104.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling