+3,769.4%
HDB vs STLD
+12,774.8%
-9,005.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | +0.4% | +3.1% | -2.7% | -0.6% |
| 30D | -2.8% | -9.0% | +6.2% | -0.2% |
| 3M | -3.5% | -12.4% | +8.8% | -0.1% |
| 6M | -24.7% | +25.5% | -50.2% | -31.0% |
| YTD | -36.6% | +43.6% | -80.2% | -44.6% |
| 1Y | -34.4% | +87.2% | -121.6% | -47.8% |
| 3Y | -24.4% | +135.2% | -159.6% | -46.7% |
| 5Y | -35.4% | +290.9% | -326.2% | -64.1% |
| 10Y | +39.5% | +1,113.5% | -1,073.9% | -55.7% |
| All | +3,769.4% | +12,774.8% | -9,005.4% | +419.6% |
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 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