+59.2%
HAL vs STLD
+274.1%
-214.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.4% | +4.5% |
| 7D | +6.1% | +2.9% | +3.2% | +4.7% |
| 30D | +2.9% | -5.6% | +8.4% | +5.1% |
| 3M | +3.3% | -11.7% | +15.1% | +8.0% |
| 6M | -16.9% | -2.8% | -14.1% | -17.4% |
| YTD | +21.2% | +36.4% | -15.3% | +2.4% |
| 1Y | +27.5% | +50.0% | -22.5% | +3.0% |
| 3Y | -6.4% | +122.3% | -128.8% | -38.1% |
| All | +59.2% | +274.1% | -214.9% | -14.1% |
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