+58.5%
HCA vs STT
+195.2%
-136.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +4.9% | +1.0% | +3.9% | +4.7% |
| 30D | +1.9% | +2.8% | -0.9% | +1.3% |
| 3M | +12.7% | +18.1% | -5.4% | +8.8% |
| 6M | -22.3% | +59.2% | -81.6% | -29.5% |
| YTD | -9.3% | +51.5% | -60.8% | -17.1% |
| 1Y | +2.7% | +75.7% | -72.9% | -9.4% |
| All | +58.5% | +195.2% | -136.7% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling