+1,627.6%
QLD vs HCA
+503.4%
+1,124.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.1% |
| 7D | -2.6% | +2.9% | -5.5% | -4.1% |
| 30D | -3.3% | +2.4% | -5.6% | -4.7% |
| 3M | +1.8% | +13.0% | -11.2% | -5.9% |
| 6M | +29.7% | -21.4% | +51.1% | +43.5% |
| YTD | +25.1% | -9.5% | +34.6% | +27.6% |
| 1Y | +37.1% | +7.5% | +29.6% | +26.6% |
| 3Y | +176.3% | +57.6% | +118.7% | +96.8% |
| 5Y | +121.0% | +71.1% | +49.8% | +47.3% |
| All | +1,627.6% | +503.4% | +1,124.2% | +544.7% |
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