+149.4%
HL vs STLD
+255.4%
-106.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.6% | +1.8% |
| 7D | +8.9% | -11.1% | +20.1% | +13.9% |
| 30D | -10.1% | -4.8% | -5.3% | -8.5% |
| 3M | -7.0% | -14.6% | +7.5% | -1.9% |
| 6M | -18.8% | -7.4% | -11.3% | -17.3% |
| YTD | -23.1% | +32.6% | -55.7% | -32.7% |
| 1Y | +8.9% | +47.3% | -38.4% | -8.4% |
| 3Y | +255.0% | +107.5% | +147.5% | +146.9% |
| All | +149.4% | +255.4% | -106.0% | +32.3% |
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