+795.5%
HLT vs STLD
+1,499.2%
-703.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +1.1% |
| 7D | +0.7% | +2.9% | -2.2% | -0.2% |
| 30D | +13.7% | -5.6% | +19.3% | +15.4% |
| 3M | +16.3% | -11.7% | +28.1% | +19.8% |
| 6M | +19.9% | -2.8% | +22.7% | +19.0% |
| YTD | +30.1% | +36.4% | -6.4% | +15.4% |
| 1Y | +38.5% | +50.0% | -11.5% | +19.2% |
| 3Y | +131.0% | +122.3% | +8.7% | +70.9% |
| 5Y | +163.7% | +273.2% | -109.5% | +58.2% |
| 10Y | +697.4% | +763.8% | -66.4% | +232.3% |
| All | +795.5% | +1,499.2% | -703.7% | +206.4% |
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