+1,358.1%
QQQ vs HCA
+1,721.2%
-363.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.2% | -1.4% |
| 7D | +1.0% | +4.9% | -3.9% | -0.1% |
| 30D | -0.6% | +1.9% | -2.5% | -1.2% |
| 3M | +1.3% | +12.7% | -11.4% | -2.1% |
| 6M | +18.1% | -22.3% | +40.5% | +24.4% |
| YTD | +16.9% | -9.3% | +26.2% | +18.3% |
| 1Y | +24.0% | +2.7% | +21.3% | +21.3% |
| 3Y | +95.6% | +57.8% | +37.8% | +68.9% |
| 5Y | +94.5% | +70.3% | +24.2% | +61.8% |
| 10Y | +571.7% | +499.7% | +72.1% | +300.9% |
| All | +1,358.1% | +1,721.2% | -363.1% | +561.1% |
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