+465.1%
STM vs HCA
+675.7%
-210.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +12.0% | +0.8% | +11.2% | +11.7% |
| 30D | -0.4% | +6.1% | -6.4% | -3.1% |
| 3M | -13.2% | +21.4% | -34.6% | -20.0% |
| 6M | -26.1% | +17.2% | -43.2% | -32.1% |
| YTD | +81.2% | +7.5% | +73.7% | +71.5% |
| 1Y | +98.3% | +6.2% | +92.1% | +88.1% |
| 3Y | +16.7% | +122.0% | -105.3% | -22.3% |
| 5Y | -4.8% | +112.2% | -117.0% | -37.1% |
| All | +465.1% | +675.7% | -210.7% | +158.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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