+138.4%
HON vs STLD
+1,072.4%
-934.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.4% |
| 7D | -0.8% | +2.7% | -3.5% | -1.7% |
| 30D | -15.2% | -8.4% | -6.7% | -13.1% |
| 3M | -6.0% | -9.9% | +3.9% | -3.5% |
| 6M | -14.9% | +33.0% | -47.9% | -22.7% |
| YTD | +3.2% | +42.6% | -39.4% | -8.6% |
| 1Y | 0.0% | +80.8% | -80.7% | -17.9% |
| 3Y | +21.5% | +143.4% | -121.9% | -12.1% |
| 5Y | +4.0% | +293.4% | -289.4% | -39.5% |
| 10Y | +138.4% | +1,080.4% | -942.0% | -11.0% |
| All | +138.4% | +1,072.4% | -934.0% | -11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling