+2,096.5%
HCA vs STLD
+1,713.6%
+382.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.4% |
| 7D | +7.9% | -9.7% | +17.6% | +10.8% |
| 30D | +11.9% | -4.5% | +16.5% | +13.0% |
| 3M | +22.4% | -13.1% | +35.5% | +26.4% |
| 6M | +16.5% | -2.8% | +19.2% | +16.0% |
| YTD | +8.7% | +35.3% | -26.6% | -2.4% |
| 1Y | +6.7% | +51.4% | -44.7% | -7.4% |
| 3Y | +127.0% | +117.9% | +9.1% | +69.1% |
| 5Y | +113.9% | +272.6% | -158.7% | +27.2% |
| 10Y | +656.7% | +782.2% | -125.5% | +202.3% |
| All | +2,096.5% | +1,713.6% | +382.9% | +571.9% |
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 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