+2,071.1%
HCA vs STRL
+2,152.6%
-81.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | 0.0% |
| 7D | +0.8% | +15.7% | -14.8% | -0.7% |
| 30D | +6.1% | -35.5% | +41.5% | +10.0% |
| 3M | +21.4% | -47.1% | +68.6% | +28.1% |
| 6M | +17.2% | -65.8% | +82.9% | +27.7% |
| YTD | +7.5% | -4.5% | +12.0% | +0.3% |
| 1Y | +6.2% | -10.5% | +16.6% | -0.4% |
| 3Y | +122.0% | +340.6% | -218.6% | +55.5% |
| 5Y | +112.2% | +911.0% | -798.9% | +26.2% |
| 10Y | +675.7% | +3,727.1% | -3,051.4% | +264.3% |
| All | +2,071.1% | +2,152.6% | -81.5% | +1,006.4% |
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 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