+284.2%
HL vs STLD
+1,092.9%
-808.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +0.4% | -2.8% | +3.2% | +1.5% |
| 30D | +18.8% | -10.4% | +29.2% | +23.5% |
| 3M | +43.7% | -10.6% | +54.3% | +48.8% |
| 6M | -1.0% | +32.7% | -33.7% | -13.0% |
| YTD | +8.7% | +42.8% | -34.1% | -7.3% |
| 1Y | +105.0% | +86.9% | +18.1% | +55.7% |
| 3Y | +427.3% | +143.8% | +283.5% | +247.1% |
| 5Y | +249.3% | +293.5% | -44.2% | +80.8% |
| 10Y | +284.2% | +1,122.7% | -838.5% | +7.9% |
| All | +284.2% | +1,092.9% | -808.7% | +7.9% |
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 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