-28.4%
HDB vs STLD
+50.3%
-78.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +2.4% |
| 7D | +13.7% | -9.7% | +23.4% | +14.9% |
| 30D | +15.8% | -4.5% | +20.4% | +16.1% |
| 3M | +9.2% | -13.1% | +22.3% | +11.1% |
| 6M | +3.2% | -2.8% | +5.9% | +1.3% |
| YTD | -29.4% | +35.3% | -64.7% | -36.3% |
| All | -28.4% | +50.3% | -78.8% | -34.9% |
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 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