+25.9%
HD vs STLD
+105.6%
-79.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | +4.3% | -11.1% | +15.5% | +6.5% |
| 30D | +20.2% | -4.8% | +25.0% | +21.0% |
| 3M | -1.0% | -14.6% | +13.5% | +1.6% |
| 6M | +7.9% | -7.4% | +15.3% | +8.4% |
| YTD | +2.0% | +32.6% | -30.6% | -6.2% |
| 1Y | -4.3% | +47.3% | -51.6% | -14.1% |
| 3Y | +25.9% | +107.5% | -81.6% | +0.9% |
| All | +25.9% | +105.6% | -79.7% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling