+51.2%
HAS vs STLD
+268.5%
-217.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.6% | +5.9% | 0.0% |
| 7D | 0.0% | -12.5% | +12.5% | +3.0% |
| 30D | +31.3% | -6.8% | +38.2% | +33.2% |
| 3M | +32.1% | -16.4% | +48.5% | +37.0% |
| 6M | +28.1% | -6.1% | +34.3% | +28.6% |
| YTD | +49.1% | +32.0% | +17.1% | +36.5% |
| 1Y | +60.5% | +45.5% | +15.0% | +43.4% |
| 3Y | +183.9% | +106.5% | +77.4% | +127.2% |
| 5Y | +51.2% | +267.2% | -216.0% | -0.9% |
| All | +51.2% | +268.5% | -217.3% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling