+650.3%
HCA vs STLD
+761.4%
-111.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.6% |
| 7D | +0.8% | +2.9% | -2.1% | -0.1% |
| 30D | +6.1% | -5.6% | +11.6% | +7.5% |
| 3M | +21.4% | -11.7% | +33.2% | +25.0% |
| 6M | +17.2% | -2.8% | +20.0% | +16.6% |
| YTD | +7.5% | +36.4% | -29.0% | -4.5% |
| 1Y | +6.2% | +50.0% | -43.8% | -8.5% |
| 3Y | +122.0% | +122.3% | -0.3% | +59.9% |
| 5Y | +112.2% | +273.2% | -161.0% | +17.8% |
| All | +650.3% | +761.4% | -111.1% | +162.8% |
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