+232.2%
HAL vs STLD
+7,971.8%
-7,739.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.6% | +4.3% | -0.1% |
| 7D | -11.1% | -12.5% | +1.4% | -6.1% |
| 30D | -2.4% | -6.8% | +4.4% | +0.3% |
| 3M | +0.8% | -16.4% | +17.1% | +7.7% |
| 6M | -22.8% | -6.1% | -16.7% | -22.0% |
| YTD | +14.5% | +32.0% | -17.5% | -0.6% |
| 1Y | +20.2% | +45.5% | -25.3% | -0.1% |
| 3Y | -15.2% | +106.5% | -121.7% | -40.1% |
| 5Y | +42.5% | +267.2% | -224.6% | -23.6% |
| 10Y | -16.5% | +878.9% | -895.4% | -69.3% |
| All | +232.2% | +7,971.8% | -7,739.6% | -45.1% |
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 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