+146.0%
QLD vs HCA
+118.7%
+27.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.1% | -2.4% |
| 7D | +7.0% | +0.8% | +6.2% | +6.9% |
| 30D | -14.3% | +6.1% | -20.4% | -14.8% |
| 3M | -16.0% | +21.4% | -37.4% | -17.5% |
| 6M | -14.2% | +17.2% | -31.4% | -15.0% |
| YTD | +12.8% | +7.5% | +5.3% | +13.1% |
| 1Y | +14.1% | +6.2% | +7.9% | +14.7% |
| 3Y | +146.0% | +122.0% | +24.0% | +99.0% |
| All | +146.0% | +118.7% | +27.3% | +99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling