+250.7%
HOOD vs STLD
+318.7%
-68.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.4% |
| 7D | +17.1% | +3.1% | +14.0% | +15.5% |
| 30D | +31.6% | -9.0% | +40.6% | +36.6% |
| 3M | +38.2% | -12.4% | +50.6% | +44.6% |
| 6M | +48.5% | +25.5% | +23.0% | +31.4% |
| YTD | +8.0% | +43.6% | -35.7% | -11.1% |
| 1Y | +18.7% | +87.2% | -68.5% | -13.4% |
| 3Y | +999.1% | +135.2% | +863.9% | +637.1% |
| 5Y | +181.7% | +290.9% | -109.2% | +52.8% |
| All | +250.7% | +318.7% | -68.0% | +89.7% |
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 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