+21.1%
STM vs HCA
+51.3%
-30.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | +5.2% | -2.8% | +8.0% | +5.4% |
| 30D | -7.4% | -2.7% | -4.6% | -7.2% |
| 3M | -30.6% | +11.5% | -42.1% | -32.2% |
| 6M | +66.4% | -24.3% | +90.7% | +77.6% |
| YTD | +101.1% | -13.6% | +114.7% | +107.8% |
| 1Y | +97.4% | -3.2% | +100.6% | +97.0% |
| 3Y | +21.1% | +50.4% | -29.3% | +0.8% |
| All | +21.1% | +51.3% | -30.2% | +0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling