-13.7%
HAL vs STLD
+105.6%
-119.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.4% |
| 7D | -12.0% | -11.1% | -0.8% | -7.8% |
| 30D | +0.3% | -4.8% | +5.1% | +2.1% |
| 3M | -1.6% | -14.6% | +12.9% | +4.2% |
| 6M | -20.5% | -7.4% | -13.1% | -19.2% |
| YTD | +14.2% | +32.6% | -18.3% | -3.0% |
| 1Y | +18.9% | +47.3% | -28.5% | -4.7% |
| 3Y | -13.7% | +107.5% | -121.3% | -42.4% |
| All | -13.7% | +105.6% | -119.4% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling