-2.5%
HAL vs STLD
+135.5%
-138.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | 0.0% |
| 7D | +2.9% | +3.1% | -0.2% | +1.7% |
| 30D | +17.0% | -9.0% | +26.0% | +21.0% |
| 3M | -9.7% | -12.4% | +2.7% | -5.4% |
| 6M | +8.6% | +25.5% | -16.9% | -3.2% |
| YTD | +33.0% | +43.6% | -10.6% | +10.7% |
| 1Y | +68.3% | +87.2% | -18.9% | +22.6% |
| All | -2.5% | +135.5% | -138.0% | -32.7% |
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