+64.8%
HCA vs STLD
+291.8%
-227.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -2.8% | +2.7% | -5.5% | -3.2% |
| 30D | -2.7% | -8.4% | +5.7% | -1.5% |
| 3M | +11.5% | -9.9% | +21.3% | +13.0% |
| 6M | -24.3% | +33.0% | -57.3% | -28.1% |
| YTD | -13.6% | +42.6% | -56.2% | -19.1% |
| 1Y | -3.2% | +80.8% | -83.9% | -13.1% |
| 3Y | +50.4% | +143.4% | -93.0% | +23.6% |
| 5Y | +64.8% | +293.4% | -228.6% | +17.8% |
| All | +64.8% | +291.8% | -227.0% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling