+56.8%
HAS vs STLD
+1,105.0%
-1,048.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | -1.8% | +3.1% | -5.0% | -2.7% |
| 30D | +2.3% | -9.0% | +11.3% | +4.7% |
| 3M | +10.4% | -12.4% | +22.7% | +13.9% |
| 6M | -3.2% | +25.5% | -28.7% | -10.7% |
| YTD | +15.4% | +43.6% | -28.2% | +2.1% |
| 1Y | +18.8% | +87.2% | -68.4% | -3.1% |
| 3Y | +43.9% | +135.2% | -91.3% | +6.7% |
| 5Y | +13.9% | +290.9% | -277.0% | -31.4% |
| All | +56.8% | +1,105.0% | -1,048.2% | -39.6% |
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