+41.1%
QLD vs HCA
-2.7%
+43.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | -0.2% |
| 7D | +3.0% | -2.8% | +5.8% | +2.7% |
| 30D | -1.8% | -2.7% | +0.9% | -2.0% |
| 3M | -1.8% | +11.5% | -13.3% | -1.5% |
| 6M | +36.9% | -24.3% | +61.2% | +42.1% |
| YTD | +28.7% | -13.6% | +42.3% | +32.4% |
| All | +41.1% | -2.7% | +43.8% | +43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling