+5,928.4%
QLD vs HCA
+2,083.8%
+3,844.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.0% | +4.8% | +5.9% |
| 7D | -1.4% | +7.9% | -9.4% | -5.0% |
| 30D | -19.6% | +11.9% | -31.5% | -24.0% |
| 3M | -14.1% | +22.4% | -36.5% | -22.4% |
| 6M | -13.6% | +16.5% | -30.1% | -21.4% |
| YTD | +12.5% | +8.7% | +3.8% | +4.7% |
| 1Y | +13.1% | +6.7% | +6.5% | +5.9% |
| 3Y | +154.7% | +127.0% | +27.7% | +57.4% |
| 5Y | +81.1% | +113.9% | -32.8% | +14.3% |
| 10Y | +1,418.0% | +656.7% | +761.3% | +423.2% |
| All | +5,928.4% | +2,083.8% | +3,844.6% | +1,156.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling