+107.3%
HBAN vs STLD
+804.7%
-697.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.3% | -2.3% |
| 7D | -0.1% | -4.7% | +4.5% | +1.9% |
| 30D | +3.4% | -0.9% | +4.3% | +3.5% |
| 3M | -9.1% | -11.9% | +2.8% | -4.5% |
| 6M | +0.1% | +0.9% | -0.8% | -2.3% |
| YTD | -6.0% | +40.4% | -46.4% | -22.6% |
| 1Y | +4.0% | +56.6% | -52.5% | -18.7% |
| 3Y | +74.5% | +125.5% | -51.0% | +10.0% |
| 5Y | +24.3% | +292.8% | -268.5% | -44.8% |
| 10Y | +107.3% | +787.1% | -679.8% | -44.0% |
| All | +107.3% | +804.7% | -697.4% | -44.0% |
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