+2,071.1%
HCA vs STLA
+21.2%
+2,049.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +0.8% | -13.8% | +14.6% | +3.5% |
| 30D | +6.1% | -10.5% | +16.6% | +8.1% |
| 3M | +21.4% | -28.9% | +50.3% | +28.4% |
| 6M | +17.2% | -49.7% | +66.9% | +31.5% |
| YTD | +7.5% | -64.9% | +72.4% | +27.5% |
| 1Y | +6.2% | -64.0% | +70.2% | +25.0% |
| 3Y | +122.0% | -77.4% | +199.4% | +176.9% |
| 5Y | +112.2% | -74.4% | +186.6% | +152.3% |
| 10Y | +675.7% | -6.4% | +682.1% | +624.9% |
| All | +2,071.1% | +21.2% | +2,049.9% | +1,852.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling