+155.4%
HBAN vs STLD
+1,092.9%
-937.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.9% |
| 7D | -1.5% | -2.8% | +1.3% | -0.2% |
| 30D | -5.5% | -10.4% | +4.9% | -0.8% |
| 3M | -0.2% | -10.6% | +10.4% | +4.1% |
| 6M | +5.2% | +32.7% | -27.5% | -9.9% |
| YTD | -2.3% | +42.8% | -45.1% | -19.7% |
| 1Y | -2.2% | +86.9% | -89.1% | -30.0% |
| 3Y | +73.8% | +143.8% | -70.0% | +5.7% |
| 5Y | +35.2% | +293.5% | -258.3% | -40.1% |
| 10Y | +155.4% | +1,122.7% | -967.3% | -43.8% |
| All | +155.4% | +1,092.9% | -937.5% | -43.8% |
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