-0.9%
HCA vs STT
+75.3%
-76.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -3.1% | +0.5% | -3.5% | -3.1% |
| 30D | -1.1% | +3.9% | -5.0% | -1.7% |
| 3M | +12.2% | +20.0% | -7.8% | +9.5% |
| 6M | -25.3% | +55.3% | -80.7% | -28.7% |
| YTD | -12.9% | +53.3% | -66.3% | -16.7% |
| 1Y | -0.9% | +74.7% | -75.6% | -7.3% |
| All | -0.9% | +75.3% | -76.3% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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