+9.0%
HCA vs STZ
+14.7%
-5.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +5.3% | +5.0% | +9.4% |
| 7D | +10.2% | +13.0% | -2.7% | +8.2% |
| 30D | +17.4% | +29.4% | -12.0% | +13.5% |
| 3M | +27.7% | +11.6% | +16.1% | +25.3% |
| 6M | +20.0% | -0.2% | +20.2% | +18.5% |
| YTD | +10.0% | +8.6% | +1.4% | +7.6% |
| 1Y | +9.0% | +15.9% | -6.9% | +7.3% |
| All | +9.0% | +14.7% | -5.7% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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