+71.1%
HCA vs STLA
-63.7%
+134.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +2.9% | -3.8% | +6.8% | +3.6% |
| 30D | +2.4% | -3.1% | +5.5% | +2.7% |
| 3M | +13.0% | -19.6% | +32.7% | +16.7% |
| 6M | -21.4% | -23.5% | +2.1% | -18.5% |
| YTD | -9.5% | -51.5% | +42.1% | +0.7% |
| 1Y | +7.5% | -39.7% | +47.2% | +13.5% |
| 3Y | +57.6% | -66.3% | +123.9% | +82.2% |
| 5Y | +71.1% | -63.1% | +134.3% | +79.9% |
| All | +71.1% | -63.7% | +134.8% | +79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling