+123.8%
STX vs HCA
+11.2%
+112.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +10.3% | -18.5% | -4.8% |
| 7D | -20.2% | +10.2% | -30.4% | -17.3% |
| 30D | -37.2% | +17.4% | -54.6% | -33.6% |
| 3M | -34.1% | +27.7% | -61.7% | -28.3% |
| 6M | -24.5% | +20.0% | -44.5% | -14.8% |
| YTD | +102.9% | +10.0% | +93.0% | +134.1% |
| 1Y | +123.8% | +9.0% | +114.8% | +154.4% |
| All | +123.8% | +11.2% | +112.6% | +154.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling