-7.2%
HDB vs STLD
+124.8%
-131.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | +0.3% |
| 7D | +12.7% | -4.7% | +17.4% | +13.2% |
| 30D | +16.6% | -0.9% | +17.6% | +16.5% |
| 3M | +10.8% | -11.9% | +22.7% | +12.1% |
| 6M | +3.8% | +0.9% | +2.9% | +3.0% |
| YTD | -28.9% | +40.4% | -69.3% | -32.3% |
| 1Y | -28.0% | +56.6% | -84.5% | -32.1% |
| 3Y | -7.2% | +125.5% | -132.6% | -16.2% |
| All | -7.2% | +124.8% | -131.9% | -16.2% |
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