+4,096.6%
HDB vs STLD
+11,784.1%
-7,687.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | +13.3% | -11.1% | +24.5% | +17.4% |
| 30D | +13.6% | -4.8% | +18.3% | +14.9% |
| 3M | +5.8% | -14.6% | +20.3% | +10.2% |
| 6M | -1.9% | -7.4% | +5.5% | -1.1% |
| YTD | -31.2% | +32.6% | -63.8% | -38.7% |
| 1Y | -29.6% | +47.3% | -76.9% | -39.5% |
| 3Y | -10.1% | +107.5% | -117.6% | -34.1% |
| 5Y | -24.3% | +268.8% | -293.2% | -57.3% |
| 10Y | +59.3% | +883.3% | -824.0% | -45.6% |
| All | +4,096.6% | +11,784.1% | -7,687.5% | +474.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling