+132.4%
HOOD vs STLD
+286.5%
-154.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.8% | +3.0% |
| 7D | -4.8% | -11.1% | +6.3% | +0.2% |
| 30D | -26.1% | -4.8% | -21.3% | -24.5% |
| 3M | -10.8% | -14.6% | +3.7% | -5.2% |
| 6M | +2.4% | -7.4% | +9.8% | +3.7% |
| YTD | -28.5% | +32.6% | -61.0% | -39.2% |
| 1Y | -36.3% | +47.3% | -83.7% | -48.4% |
| 3Y | +743.7% | +107.5% | +636.2% | +493.3% |
| 5Y | +118.6% | +268.8% | -150.2% | +20.9% |
| All | +132.4% | +286.5% | -154.1% | +29.7% |
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