+387.4%
QCOM vs HCA
+2,065.5%
-1,678.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | +13.0% | -1.3% | +14.4% | +13.3% |
| 30D | +0.2% | +8.7% | -8.5% | -2.0% |
| 3M | +9.2% | +21.0% | -11.8% | +4.0% |
| 6M | -15.0% | +17.0% | -32.0% | -19.0% |
| YTD | +5.2% | +7.8% | -2.6% | +1.5% |
| 1Y | +2.4% | +6.4% | -4.1% | -1.1% |
| 3Y | +52.0% | +120.0% | -68.0% | +18.4% |
| 5Y | +19.7% | +112.9% | -93.1% | -7.2% |
| 10Y | +246.9% | +678.2% | -431.3% | +90.9% |
| All | +387.4% | +2,065.5% | -1,678.2% | +103.6% |
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