-22.1%
HDB vs STLD
+291.0%
-313.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | 0.0% |
| 7D | +6.9% | -0.5% | +7.4% | +6.9% |
| 30D | +15.2% | -0.1% | +15.3% | +15.1% |
| 3M | +11.7% | -9.2% | +20.9% | +12.8% |
| 6M | +7.5% | +1.8% | +5.8% | +6.5% |
| YTD | -28.8% | +42.1% | -70.9% | -33.0% |
| 1Y | -29.1% | +58.5% | -87.6% | -34.3% |
| 3Y | -7.0% | +128.2% | -135.2% | -19.8% |
| 5Y | -22.1% | +288.2% | -310.3% | -41.6% |
| All | -22.1% | +291.0% | -313.1% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling