-2.2%
HBAN vs STLD
+80.8%
-83.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -1.5% | -2.8% | +1.3% | -0.7% |
| 30D | -5.5% | -10.4% | +4.9% | -2.7% |
| 3M | -0.2% | -10.6% | +10.4% | +2.8% |
| 6M | +5.2% | +32.7% | -27.5% | -5.5% |
| YTD | -2.3% | +42.8% | -45.1% | -14.5% |
| 1Y | -2.2% | +86.9% | -89.1% | -18.7% |
| All | -2.2% | +80.8% | -83.0% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling