+12.3%
QQQ vs HCA
+11.2%
+1.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.3% | -9.4% | +1.4% |
| 7D | -4.6% | +10.2% | -14.9% | -4.2% |
| 30D | -8.5% | +17.4% | -25.9% | -7.8% |
| 3M | -4.3% | +27.7% | -32.0% | -3.2% |
| 6M | +3.1% | +20.0% | -17.0% | +5.4% |
| YTD | +13.0% | +10.0% | +3.0% | +16.1% |
| 1Y | +12.3% | +9.0% | +3.3% | +15.2% |
| All | +12.3% | +11.2% | +1.1% | +15.2% |
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 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