+147.5%
HLT vs STLD
+294.9%
-147.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -1.5% | -2.8% | +1.4% | -0.7% |
| 30D | -1.2% | -10.4% | +9.1% | +1.4% |
| 3M | -10.3% | -10.6% | +0.2% | -8.3% |
| 6M | +1.3% | +32.7% | -31.4% | -7.7% |
| YTD | +7.0% | +42.8% | -35.8% | -4.8% |
| 1Y | +11.9% | +86.9% | -75.1% | -8.1% |
| 3Y | +100.7% | +143.8% | -43.1% | +49.6% |
| 5Y | +147.5% | +293.5% | -146.0% | +59.0% |
| All | +147.5% | +294.9% | -147.3% | +59.0% |
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