+58.5%
HCA vs STRL
+526.3%
-467.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +4.9% |
| 7D | +4.9% | +8.2% | -3.3% | +4.9% |
| 30D | +1.9% | -6.3% | +8.2% | +1.9% |
| 3M | +12.7% | -41.2% | +53.9% | +13.1% |
| 6M | -22.3% | +20.4% | -42.7% | -23.8% |
| YTD | -9.3% | +61.7% | -71.0% | -11.5% |
| 1Y | +2.7% | +72.7% | -70.0% | -0.1% |
| All | +58.5% | +526.3% | -467.8% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling