+520.4%
STM vs HCA
+1,648.5%
-1,128.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.2% |
| 7D | +5.8% | -3.1% | +8.9% | +6.9% |
| 30D | -1.0% | -1.1% | +0.1% | -0.8% |
| 3M | -33.3% | +12.2% | -45.4% | -37.3% |
| 6M | +57.4% | -25.3% | +82.7% | +72.4% |
| YTD | +102.2% | -12.9% | +115.1% | +108.0% |
| 1Y | +99.6% | -0.9% | +100.5% | +94.1% |
| 3Y | +14.5% | +47.6% | -33.1% | -7.3% |
| 5Y | +21.4% | +67.0% | -45.6% | -8.6% |
| 10Y | +695.0% | +471.4% | +223.5% | +258.0% |
| All | +520.4% | +1,648.5% | -1,128.2% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling