+40.1%
HAL vs STLD
+269.6%
-229.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.7% |
| 7D | -7.9% | -9.7% | +1.8% | -4.0% |
| 30D | -2.1% | -4.5% | +2.5% | -0.3% |
| 3M | +0.4% | -13.1% | +13.5% | +5.8% |
| 6M | -19.2% | -2.8% | -16.5% | -19.7% |
| YTD | +14.4% | +35.3% | -21.0% | -3.0% |
| 1Y | +18.0% | +51.4% | -33.4% | -5.2% |
| 3Y | -9.7% | +117.9% | -127.6% | -39.8% |
| 5Y | +40.1% | +272.6% | -232.5% | -23.9% |
| All | +40.1% | +269.6% | -229.5% | -23.9% |
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