+113.9%
HCA vs STLD
+269.6%
-155.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.7% |
| 7D | +7.9% | -9.7% | +17.6% | +9.6% |
| 30D | +11.9% | -4.5% | +16.5% | +12.5% |
| 3M | +22.4% | -13.1% | +35.5% | +24.7% |
| 6M | +16.5% | -2.8% | +19.2% | +16.2% |
| YTD | +8.7% | +35.3% | -26.6% | +2.1% |
| 1Y | +6.7% | +51.4% | -44.7% | -1.9% |
| 3Y | +127.0% | +117.9% | +9.1% | +88.2% |
| 5Y | +113.9% | +272.6% | -158.7% | +48.8% |
| All | +113.9% | +269.6% | -155.7% | +48.8% |
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