+24.3%
HBAN vs STLD
+289.0%
-264.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.3% | -2.0% |
| 7D | -0.1% | -4.7% | +4.5% | +1.6% |
| 30D | +3.4% | -0.9% | +4.3% | +3.5% |
| 3M | -9.1% | -11.9% | +2.8% | -5.2% |
| 6M | +0.1% | +0.9% | -0.8% | -1.8% |
| YTD | -6.0% | +40.4% | -46.4% | -20.3% |
| 1Y | +4.0% | +56.6% | -52.5% | -15.7% |
| 3Y | +74.5% | +125.5% | -51.0% | +18.5% |
| 5Y | +24.3% | +292.8% | -268.5% | -37.2% |
| All | +24.3% | +289.0% | -264.6% | -37.2% |
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