-4.5%
STM vs HCA
+115.1%
-119.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +1.4% | -0.9% | +2.4% | +1.7% |
| 30D | -8.4% | +10.3% | -18.7% | -11.0% |
| 3M | -15.8% | +23.2% | -39.0% | -20.9% |
| 6M | -22.8% | +19.1% | -42.0% | -27.3% |
| YTD | +79.4% | +9.0% | +70.4% | +73.7% |
| 1Y | +97.0% | +10.2% | +86.8% | +89.4% |
| 3Y | +14.2% | +122.4% | -108.2% | -22.8% |
| 5Y | -4.5% | +116.3% | -120.7% | -40.0% |
| All | -4.5% | +115.1% | -119.6% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling