+17.7%
STM vs HCA
+69.0%
-51.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.5% |
| 7D | -1.1% | +2.9% | -4.0% | -1.9% |
| 30D | -7.8% | +2.4% | -10.2% | -8.6% |
| 3M | -28.2% | +13.0% | -41.2% | -31.8% |
| 6M | +52.0% | -21.4% | +73.4% | +64.4% |
| YTD | +96.4% | -9.5% | +105.8% | +100.7% |
| 1Y | +98.8% | +7.5% | +91.3% | +88.5% |
| 3Y | +18.3% | +57.6% | -39.3% | -8.7% |
| 5Y | +17.7% | +71.1% | -53.4% | -19.5% |
| All | +17.7% | +69.0% | -51.3% | -19.5% |
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