+1,645.7%
HCA vs STZ
+624.5%
+1,021.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | +1.2% |
| 7D | -2.8% | -7.4% | +4.6% | -0.3% |
| 30D | -2.7% | -10.9% | +8.1% | +1.0% |
| 3M | +11.5% | -13.4% | +24.9% | +16.7% |
| 6M | -24.3% | -16.2% | -8.1% | -20.2% |
| YTD | -13.6% | -10.4% | -3.1% | -11.6% |
| 1Y | -3.2% | -14.8% | +11.6% | +0.3% |
| 3Y | +50.4% | -50.1% | +100.6% | +85.4% |
| 5Y | +64.8% | -38.8% | +103.6% | +87.0% |
| 10Y | +456.5% | -14.1% | +470.6% | +449.7% |
| All | +1,645.7% | +624.5% | +1,021.3% | +812.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling