+205.5%
HD vs STLD
+1,105.0%
-899.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.6% | +1.4% |
| 7D | -2.1% | +3.1% | -5.2% | -2.9% |
| 30D | -8.4% | -9.0% | +0.6% | -6.4% |
| 3M | +4.3% | -12.4% | +16.7% | +7.3% |
| 6M | -11.1% | +25.5% | -36.6% | -17.2% |
| YTD | -4.7% | +43.6% | -48.3% | -14.6% |
| 1Y | -19.8% | +87.2% | -107.0% | -33.4% |
| 3Y | +4.1% | +135.2% | -131.1% | -20.7% |
| 5Y | +10.3% | +290.9% | -280.6% | -30.4% |
| All | +205.5% | +1,105.0% | -899.5% | +25.4% |
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