-23.8%
HDB vs STLD
+135.5%
-159.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | +0.4% | +3.1% | -2.7% | +0.1% |
| 30D | -2.8% | -9.0% | +6.2% | -1.9% |
| 3M | -3.5% | -12.4% | +8.8% | -2.4% |
| 6M | -24.7% | +25.5% | -50.2% | -27.3% |
| YTD | -36.6% | +43.6% | -80.2% | -39.5% |
| 1Y | -34.4% | +87.2% | -121.6% | -39.1% |
| All | -23.8% | +135.5% | -159.3% | -31.2% |
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