+9.0%
HCA vs STLD
+59.7%
-50.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -3.0% | +13.4% | +10.6% |
| 7D | +10.2% | -3.9% | +14.2% | +10.6% |
| 30D | +17.4% | -0.4% | +17.8% | +17.3% |
| 3M | +27.7% | -9.2% | +36.9% | +28.5% |
| 6M | +20.0% | +5.0% | +15.0% | +19.2% |
| YTD | +10.0% | +42.8% | -32.8% | +3.1% |
| 1Y | +9.0% | +60.1% | -51.1% | -2.5% |
| All | +9.0% | +59.7% | -50.7% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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