+195.6%
HL vs STLD
+8,177.9%
-7,982.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.1% | +2.5% | +3.7% |
| 7D | +13.8% | -9.7% | +23.5% | +18.2% |
| 30D | -9.7% | -4.5% | -5.2% | -8.3% |
| 3M | -8.5% | -13.1% | +4.6% | -4.2% |
| 6M | -17.2% | -2.8% | -14.4% | -17.2% |
| YTD | -19.6% | +35.3% | -55.0% | -29.7% |
| 1Y | +11.1% | +51.4% | -40.3% | -6.8% |
| 3Y | +299.7% | +117.9% | +181.8% | +180.7% |
| 5Y | +156.5% | +272.6% | -116.1% | +41.0% |
| 10Y | +122.4% | +782.2% | -659.8% | -20.0% |
| All | +195.6% | +8,177.9% | -7,982.2% | -37.8% |
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