+498.2%
HCA vs STZ
-11.3%
+509.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.8% |
| 7D | +5.4% | -4.5% | +9.9% | +7.3% |
| 30D | +3.0% | -8.6% | +11.6% | +6.6% |
| 3M | +13.0% | -13.8% | +26.8% | +19.6% |
| 6M | -20.3% | -17.2% | -3.1% | -14.6% |
| YTD | -8.2% | -9.4% | +1.1% | -6.4% |
| 1Y | +6.7% | -11.9% | +18.6% | +9.5% |
| 3Y | +60.4% | -49.6% | +110.0% | +108.4% |
| 5Y | +73.4% | -37.2% | +110.6% | +98.2% |
| All | +498.2% | -11.3% | +509.5% | +455.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling