-2.6%
HD vs STLD
+46.8%
-49.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.4% | +0.5% |
| 7D | +1.5% | +2.9% | -1.4% | +1.1% |
| 30D | +18.0% | -5.6% | +23.5% | +18.6% |
| 3M | +2.8% | -11.7% | +14.5% | +4.3% |
| 6M | +17.0% | -2.8% | +19.7% | +15.7% |
| YTD | +3.5% | +36.4% | -32.9% | -9.4% |
| 1Y | -2.6% | +50.0% | -52.6% | -20.5% |
| All | -2.6% | +46.8% | -49.3% | -20.5% |
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