+121.0%
QLD vs HCA
+68.3%
+52.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.8% |
| 7D | +0.6% | -3.1% | +3.6% | +1.9% |
| 30D | -0.1% | -1.1% | +1.0% | +0.2% |
| 3M | -8.4% | +12.2% | -20.5% | -14.5% |
| 6M | +32.2% | -25.3% | +57.6% | +49.8% |
| YTD | +28.9% | -12.9% | +41.8% | +34.1% |
| 1Y | +43.8% | -0.9% | +44.8% | +38.4% |
| 3Y | +176.6% | +47.6% | +129.0% | +98.2% |
| All | +121.0% | +68.3% | +52.7% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling