+2,101.5%
HCA vs STLD
+1,804.7%
+296.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | 0.0% |
| 7D | -0.9% | -0.5% | -0.4% | -0.9% |
| 30D | +10.3% | -0.1% | +10.4% | +10.0% |
| 3M | +23.2% | -9.2% | +32.4% | +25.7% |
| 6M | +19.1% | +1.8% | +17.4% | +17.1% |
| YTD | +9.0% | +42.1% | -33.2% | -3.5% |
| 1Y | +10.2% | +58.5% | -48.3% | -5.6% |
| 3Y | +122.4% | +128.2% | -5.8% | +63.5% |
| 5Y | +116.3% | +288.2% | -172.0% | +27.2% |
| 10Y | +686.6% | +799.8% | -113.2% | +212.2% |
| All | +2,101.5% | +1,804.7% | +296.8% | +564.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling