+135.5%
HL vs STLD
+804.7%
-669.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.8% | -11.0% | -8.8% |
| 7D | +8.2% | -4.7% | +12.8% | +9.9% |
| 30D | -16.3% | -0.9% | -15.3% | -16.3% |
| 3M | -18.6% | -11.9% | -6.7% | -15.1% |
| 6M | -23.2% | +0.9% | -24.1% | -24.5% |
| YTD | -25.5% | +40.4% | -65.9% | -36.3% |
| 1Y | -4.8% | +56.6% | -61.3% | -22.0% |
| 3Y | +281.4% | +125.5% | +155.9% | +158.4% |
| 5Y | +137.8% | +292.8% | -155.0% | +22.8% |
| 10Y | +135.5% | +787.1% | -651.6% | -18.4% |
| All | +135.5% | +804.7% | -669.2% | -18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling