+116.7%
BHP vs STLD
+292.4%
-175.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.2% |
| 7D | -2.9% | +3.1% | -6.0% | -4.1% |
| 30D | +3.4% | -9.0% | +12.4% | +6.6% |
| 3M | +4.1% | -12.4% | +16.4% | +8.6% |
| 6M | +20.6% | +25.5% | -4.9% | +9.8% |
| YTD | +56.1% | +43.6% | +12.4% | +35.2% |
| 1Y | +69.6% | +87.2% | -17.6% | +33.0% |
| 3Y | +78.8% | +135.2% | -56.4% | +23.2% |
| All | +116.7% | +292.4% | -175.7% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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