+38.5%
HLT vs STLD
+46.8%
-8.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.5% |
| 7D | +0.7% | +2.9% | -2.2% | +0.4% |
| 30D | +13.7% | -5.6% | +19.3% | +14.4% |
| 3M | +16.3% | -11.7% | +28.1% | +18.3% |
| 6M | +19.9% | -2.8% | +22.7% | +18.0% |
| YTD | +30.1% | +36.4% | -6.4% | +10.7% |
| 1Y | +38.5% | +50.0% | -11.5% | +10.2% |
| All | +38.5% | +46.8% | -8.3% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling