+1,450.1%
QLD vs HCA
+652.5%
+797.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -3.8% | +9.0% | -12.8% | -7.9% |
| 30D | -20.5% | +11.8% | -32.4% | -25.2% |
| 3M | -14.6% | +22.1% | -36.7% | -23.3% |
| 6M | -14.7% | +16.4% | -31.0% | -22.8% |
| YTD | +11.2% | +8.6% | +2.6% | +3.0% |
| 1Y | +7.1% | +10.6% | -3.5% | -2.0% |
| 3Y | +141.1% | +121.7% | +19.4% | +41.3% |
| 5Y | +84.3% | +114.5% | -30.2% | +8.3% |
| 10Y | +1,450.1% | +657.1% | +793.0% | +416.8% |
| All | +1,450.1% | +652.5% | +797.6% | +416.8% |
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