+490.2%
HCA vs STLD
+1,117.5%
-627.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.3% |
| 7D | +2.9% | -3.6% | +6.6% | +4.0% |
| 30D | +2.4% | -10.1% | +12.5% | +5.3% |
| 3M | +13.0% | -11.4% | +24.5% | +16.4% |
| 6M | -21.4% | +30.8% | -52.2% | -28.2% |
| YTD | -9.5% | +40.7% | -50.1% | -19.5% |
| 1Y | +7.5% | +80.8% | -73.2% | -11.9% |
| 3Y | +57.6% | +140.2% | -82.6% | +12.4% |
| 5Y | +71.1% | +288.5% | -217.4% | -4.0% |
| All | +490.2% | +1,117.5% | -627.4% | +127.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling