+1,658.7%
HCA vs STT
+551.2%
+1,107.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -3.1% | +0.5% | -3.5% | -3.3% |
| 30D | -1.1% | +3.9% | -5.0% | -2.7% |
| 3M | +12.2% | +20.0% | -7.8% | +3.9% |
| 6M | -25.3% | +55.3% | -80.7% | -38.0% |
| YTD | -12.9% | +53.3% | -66.3% | -27.7% |
| 1Y | -0.9% | +74.7% | -75.6% | -22.4% |
| 3Y | +47.6% | +205.8% | -158.2% | -11.2% |
| 5Y | +67.0% | +145.0% | -78.0% | +6.0% |
| 10Y | +471.4% | +266.0% | +205.4% | +180.7% |
| All | +1,658.7% | +551.2% | +1,107.5% | +491.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling