+2.7%
HCA vs STLD
+80.8%
-78.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.8% | +4.9% |
| 7D | +4.9% | -2.8% | +7.7% | +5.2% |
| 30D | +1.9% | -10.4% | +12.3% | +2.6% |
| 3M | +12.7% | -10.6% | +23.3% | +13.5% |
| 6M | -22.3% | +32.7% | -55.0% | -23.8% |
| YTD | -9.3% | +42.8% | -52.1% | -11.8% |
| 1Y | +2.7% | +86.9% | -84.2% | +2.9% |
| All | +2.7% | +80.8% | -78.1% | +2.9% |
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