+245.3%
HD vs STLD
+802.0%
-556.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | +20.9% | -0.1% | +20.9% | +20.6% |
| 3M | -0.2% | -9.2% | +9.0% | +1.7% |
| 6M | +14.5% | +1.8% | +12.7% | +12.6% |
| YTD | +4.3% | +42.1% | -37.8% | -6.7% |
| 1Y | -3.5% | +58.5% | -62.0% | -16.2% |
| 3Y | +30.1% | +128.2% | -98.1% | -0.4% |
| 5Y | +8.5% | +288.2% | -279.8% | -31.7% |
| 10Y | +245.3% | +799.8% | -554.5% | +53.8% |
| All | +245.3% | +802.0% | -556.8% | +53.8% |
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