+1,542.6%
QLD vs HCA
+678.2%
+864.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.4% | -0.1% |
| 7D | +12.5% | -1.3% | +13.8% | +13.2% |
| 30D | -15.7% | +8.7% | -24.4% | -19.5% |
| 3M | -11.9% | +21.0% | -32.9% | -20.6% |
| 6M | -10.3% | +17.0% | -27.2% | -19.1% |
| YTD | +15.6% | +7.8% | +7.8% | +7.5% |
| 1Y | +12.1% | +6.4% | +5.7% | +4.7% |
| 3Y | +150.7% | +120.0% | +30.6% | +47.1% |
| 5Y | +86.6% | +112.9% | -26.2% | +9.9% |
| All | +1,542.6% | +678.2% | +864.3% | +430.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling