+1,092.8%
STX vs HCA
+69.0%
+1,023.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.5% | -2.6% |
| 7D | +8.0% | +2.9% | +5.0% | +7.4% |
| 30D | +5.1% | +2.4% | +2.7% | +4.5% |
| 3M | +5.8% | +13.0% | -7.3% | +2.0% |
| 6M | +124.9% | -21.4% | +146.3% | +138.5% |
| YTD | +213.9% | -9.5% | +223.4% | +219.3% |
| 1Y | +350.4% | +7.5% | +342.9% | +333.9% |
| 3Y | +1,314.2% | +57.6% | +1,256.6% | +1,077.6% |
| 5Y | +1,092.8% | +71.1% | +1,021.7% | +834.5% |
| All | +1,092.8% | +69.0% | +1,023.8% | +834.5% |
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