+48.6%
HAS vs STLD
+255.4%
-206.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -0.2% | -11.1% | +11.0% | +2.5% |
| 30D | +31.0% | -4.8% | +35.8% | +32.2% |
| 3M | +30.7% | -14.6% | +45.2% | +34.8% |
| 6M | +23.9% | -7.4% | +31.3% | +24.8% |
| YTD | +48.3% | +32.6% | +15.7% | +35.7% |
| 1Y | +60.2% | +47.3% | +12.9% | +42.7% |
| 3Y | +189.2% | +107.5% | +81.7% | +131.3% |
| All | +48.6% | +255.4% | -206.8% | -2.3% |
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