+58.2%
HCA vs STZ
-49.0%
+107.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.5% |
| 7D | +2.9% | -4.1% | +7.0% | +3.7% |
| 30D | +2.4% | -7.6% | +10.0% | +3.7% |
| 3M | +13.0% | -12.3% | +25.3% | +15.3% |
| 6M | -21.4% | -16.3% | -5.1% | -19.3% |
| YTD | -9.5% | -8.4% | -1.1% | -9.0% |
| 1Y | +7.5% | -10.8% | +18.4% | +8.4% |
| All | +58.2% | -49.0% | +107.2% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling