+190.7%
HAS vs STLD
+104.7%
+86.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.6% | +5.9% | -0.1% |
| 7D | 0.0% | -12.5% | +12.5% | +2.7% |
| 30D | +31.3% | -6.8% | +38.2% | +33.0% |
| 3M | +32.1% | -16.4% | +48.5% | +36.7% |
| 6M | +28.1% | -6.1% | +34.3% | +28.5% |
| YTD | +49.1% | +32.0% | +17.1% | +35.9% |
| 1Y | +60.5% | +45.5% | +15.0% | +42.7% |
| All | +190.7% | +104.7% | +86.0% | +127.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling