-2.6%
HD vs STLD
+56.0%
-58.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.4% | -1.1% |
| 7D | +5.2% | -4.7% | +9.9% | +5.7% |
| 30D | +20.7% | -0.9% | +21.7% | +20.6% |
| 3M | +0.8% | -11.9% | +12.7% | +2.5% |
| 6M | +12.2% | +0.9% | +11.3% | +10.4% |
| YTD | +4.2% | +40.4% | -36.2% | -8.2% |
| 1Y | -2.6% | +56.6% | -59.1% | -18.8% |
| All | -2.6% | +56.0% | -58.5% | -18.8% |
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 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