+71.1%
HCA vs STZ
-37.5%
+108.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.6% |
| 7D | +2.9% | -4.1% | +7.0% | +4.0% |
| 30D | +2.4% | -7.6% | +10.0% | +4.4% |
| 3M | +13.0% | -12.3% | +25.3% | +16.7% |
| 6M | -21.4% | -16.3% | -5.1% | -18.1% |
| YTD | -9.5% | -8.4% | -1.1% | -8.7% |
| 1Y | +7.5% | -10.8% | +18.4% | +8.9% |
| 3Y | +57.6% | -49.0% | +106.6% | +92.3% |
| 5Y | +71.1% | -36.5% | +107.6% | +89.6% |
| All | +71.1% | -37.5% | +108.6% | +89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling