+12,885.2%
STX vs HCA
+1,635.7%
+11,249.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.7% | +7.2% | +6.7% |
| 7D | +10.7% | -2.8% | +13.5% | +11.6% |
| 30D | +11.3% | -2.7% | +14.0% | +12.0% |
| 3M | +3.2% | +11.5% | -8.3% | -1.8% |
| 6M | +157.0% | -24.3% | +181.3% | +175.5% |
| YTD | +229.2% | -13.6% | +242.8% | +237.1% |
| 1Y | +381.8% | -3.2% | +385.0% | +373.1% |
| 3Y | +1,383.2% | +50.4% | +1,332.8% | +1,130.6% |
| 5Y | +1,144.9% | +64.8% | +1,080.1% | +878.5% |
| 10Y | +3,676.0% | +456.5% | +3,219.5% | +1,696.6% |
| All | +12,885.2% | +1,635.7% | +11,249.5% | +3,227.8% |
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