+2,888.5%
BHP vs STLD
+8,684.3%
-5,795.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.3% |
| 7D | -2.9% | +3.1% | -6.0% | -4.2% |
| 30D | +3.4% | -9.0% | +12.4% | +6.8% |
| 3M | +4.1% | -12.4% | +16.4% | +8.9% |
| 6M | +20.6% | +25.5% | -4.9% | +8.9% |
| YTD | +56.1% | +43.6% | +12.4% | +33.1% |
| 1Y | +69.6% | +87.2% | -17.6% | +29.2% |
| 3Y | +78.8% | +135.2% | -56.4% | +19.3% |
| 5Y | +113.1% | +290.9% | -177.8% | +10.5% |
| 10Y | +505.9% | +1,113.5% | -607.6% | +83.1% |
| All | +2,888.5% | +8,684.3% | -5,795.8% | +357.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling