+101.9%
HAS vs STLD
+779.4%
-677.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.1% |
| 7D | +2.2% | -9.7% | +11.8% | +5.0% |
| 30D | +29.6% | -4.5% | +34.1% | +31.0% |
| 3M | +30.3% | -13.1% | +43.4% | +34.7% |
| 6M | +25.6% | -2.8% | +28.4% | +25.0% |
| YTD | +50.8% | +35.3% | +15.5% | +35.1% |
| 1Y | +63.0% | +51.4% | +11.6% | +41.2% |
| 3Y | +211.6% | +117.9% | +93.6% | +135.3% |
| 5Y | +50.4% | +272.6% | -222.2% | -8.5% |
| 10Y | +101.9% | +782.2% | -680.3% | -17.9% |
| All | +101.9% | +779.4% | -677.5% | -17.9% |
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