+12.6%
HD vs STLD
-4.1%
+16.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.6% | +6.0% | -1.4% |
| 7D | +6.4% | -12.5% | +18.8% | +6.7% |
| 30D | +22.1% | -6.8% | +28.9% | +22.1% |
| 3M | -0.2% | -16.4% | +16.2% | +0.5% |
| 6M | +12.6% | -6.1% | +18.7% | +11.3% |
| All | +12.6% | -4.1% | +16.7% | +11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling