+1,154.9%
HON vs STLD
+8,177.9%
-7,022.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.1% | +2.0% | +3.5% |
| 7D | +2.3% | -9.7% | +12.0% | +5.2% |
| 30D | +10.2% | -4.5% | +14.8% | +11.5% |
| 3M | -6.7% | -13.1% | +6.4% | -3.5% |
| 6M | +3.3% | -2.8% | +6.1% | +3.3% |
| YTD | +13.4% | +35.3% | -21.9% | +3.2% |
| 1Y | +14.7% | +51.4% | -36.7% | +1.2% |
| 3Y | +33.4% | +117.9% | -84.5% | +3.8% |
| 5Y | +12.7% | +272.6% | -259.9% | -27.1% |
| 10Y | +164.1% | +782.2% | -618.1% | +26.5% |
| All | +1,154.9% | +8,177.9% | -7,022.9% | +156.2% |
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 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