+630.8%
HLT vs STLD
+1,571.0%
-940.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -1.9% |
| 7D | -2.4% | +2.7% | -5.1% | -3.2% |
| 30D | -4.1% | -8.4% | +4.3% | -1.9% |
| 3M | -10.6% | -9.9% | -0.7% | -8.5% |
| 6M | +2.0% | +33.0% | -31.0% | -7.9% |
| YTD | +6.1% | +42.6% | -36.4% | -6.6% |
| 1Y | +9.8% | +80.8% | -70.9% | -10.7% |
| 3Y | +99.0% | +143.4% | -44.4% | +43.5% |
| 5Y | +151.5% | +293.4% | -141.9% | +48.6% |
| 10Y | +561.1% | +1,080.4% | -519.3% | +154.4% |
| All | +630.8% | +1,571.0% | -940.2% | +148.1% |
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