+490.2%
HCA vs STT
+267.9%
+222.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +2.9% | -1.4% | +4.3% | +3.5% |
| 30D | +2.4% | +2.2% | +0.2% | +1.4% |
| 3M | +13.0% | +18.8% | -5.8% | +5.2% |
| 6M | -21.4% | +57.9% | -79.3% | -35.0% |
| YTD | -9.5% | +51.0% | -60.5% | -24.2% |
| 1Y | +7.5% | +77.1% | -69.6% | -16.1% |
| 3Y | +57.6% | +199.8% | -142.2% | -4.5% |
| 5Y | +71.1% | +156.0% | -84.8% | +6.2% |
| All | +490.2% | +267.9% | +222.3% | +210.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling