+100.5%
HAS vs STLD
+868.9%
-768.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -0.2% | -11.1% | +11.0% | +3.1% |
| 30D | +31.0% | -4.8% | +35.8% | +32.5% |
| 3M | +30.7% | -14.6% | +45.2% | +35.7% |
| 6M | +23.9% | -7.4% | +31.3% | +25.0% |
| YTD | +48.3% | +32.6% | +15.7% | +33.7% |
| 1Y | +60.2% | +47.3% | +12.9% | +40.0% |
| 3Y | +189.2% | +107.5% | +81.7% | +122.0% |
| 5Y | +50.4% | +268.8% | -218.4% | -7.9% |
| All | +100.5% | +868.9% | -768.4% | -16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling