+285.8%
HAL vs STLD
+8,684.3%
-8,398.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.1% |
| 3M | -9.7% | -12.4% | +2.7% | -5.5% |
| 6M | +8.6% | +25.5% | -16.9% | -3.0% |
| YTD | +33.0% | +43.6% | -10.6% | +11.8% |
| 1Y | +68.3% | +87.2% | -18.9% | +26.1% |
| 3Y | +0.1% | +135.2% | -135.1% | -33.2% |
| 5Y | +102.6% | +290.9% | -188.2% | +5.9% |
| 10Y | +3.8% | +1,113.5% | -1,109.6% | -64.8% |
| All | +285.8% | +8,684.3% | -8,398.5% | -38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling