+58.5%
HCA vs STLA
-66.8%
+125.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.9% | +6.8% | +5.1% |
| 7D | +4.9% | +0.4% | +4.5% | +4.9% |
| 30D | +1.9% | -5.2% | +7.1% | +2.3% |
| 3M | +12.7% | -24.9% | +37.6% | +15.3% |
| 6M | -22.3% | -25.2% | +2.8% | -20.6% |
| YTD | -9.3% | -51.4% | +42.1% | -4.2% |
| 1Y | +2.7% | -40.7% | +43.4% | +5.8% |
| All | +58.5% | -66.8% | +125.3% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling