-46.2%
QXO vs HCA
+59.6%
-105.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.5% |
| 7D | -7.8% | +5.4% | -13.2% | -10.4% |
| 30D | -18.1% | +3.0% | -21.1% | -19.5% |
| 3M | -25.8% | +13.0% | -38.8% | -31.1% |
| 6M | -41.7% | -20.3% | -21.5% | -34.5% |
| YTD | -36.2% | -8.2% | -28.0% | -33.8% |
| 1Y | -42.1% | +6.7% | -48.8% | -45.8% |
| 3Y | -46.2% | +60.4% | -106.5% | -78.3% |
| All | -46.2% | +59.6% | -105.8% | -78.3% |
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