+7.5%
HCA vs STRL
+66.6%
-59.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | -0.2% |
| 7D | +2.9% | +5.4% | -2.5% | +3.1% |
| 30D | +2.4% | -9.0% | +11.4% | +2.2% |
| 3M | +13.0% | -37.1% | +50.1% | +12.5% |
| 6M | -21.4% | +17.8% | -39.2% | -23.3% |
| YTD | -9.5% | +58.3% | -67.8% | -11.4% |
| 1Y | +7.5% | +61.0% | -53.5% | +7.2% |
| All | +7.5% | +66.6% | -59.1% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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