+1,658.7%
HCA vs STRL
+3,648.0%
-1,989.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.8% | -6.8% | -1.7% |
| 7D | -3.1% | +3.4% | -6.5% | -3.4% |
| 30D | -1.1% | -9.2% | +8.1% | -0.3% |
| 3M | +12.2% | -51.0% | +63.2% | +19.8% |
| 6M | -25.3% | +15.8% | -41.1% | -30.0% |
| YTD | -12.9% | +58.9% | -71.8% | -22.0% |
| 1Y | -0.9% | +68.5% | -69.5% | -13.0% |
| 3Y | +47.6% | +485.2% | -437.6% | +2.4% |
| 5Y | +67.0% | +2,005.1% | -1,938.1% | -8.1% |
| 10Y | +471.4% | +7,118.0% | -6,646.5% | +153.4% |
| All | +1,658.7% | +3,648.0% | -1,989.3% | +760.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling