+105.3%
HAL vs STLD
+292.4%
-187.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.1% |
| 7D | +2.9% | +3.1% | -0.2% | +1.6% |
| 30D | +17.0% | -9.0% | +26.0% | +21.2% |
| 3M | -9.7% | -12.4% | +2.7% | -5.3% |
| 6M | +8.6% | +25.5% | -16.9% | -3.7% |
| YTD | +33.0% | +43.6% | -10.6% | +10.2% |
| 1Y | +68.3% | +87.2% | -18.9% | +22.6% |
| 3Y | +0.1% | +135.2% | -135.1% | -35.7% |
| All | +105.3% | +292.4% | -187.1% | +7.2% |
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 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