+6.7%
HCA vs STLA
-40.1%
+46.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +1.3% |
| 7D | +5.4% | -2.9% | +8.3% | +5.6% |
| 30D | +3.0% | +0.9% | +2.0% | +2.9% |
| 3M | +13.0% | -21.6% | +34.6% | +14.4% |
| 6M | -20.3% | -21.6% | +1.4% | -19.0% |
| YTD | -8.2% | -50.4% | +42.2% | -5.9% |
| 1Y | +6.7% | -43.6% | +50.3% | +8.5% |
| All | +6.7% | -40.1% | +46.8% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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