+18.7%
HPQ vs STLD
+89.3%
-70.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.7% |
| 7D | +6.9% | +3.1% | +3.8% | +5.9% |
| 30D | +14.4% | -9.0% | +23.4% | +17.5% |
| 3M | +25.6% | -12.4% | +38.0% | +30.0% |
| 6M | +75.0% | +25.5% | +49.5% | +61.4% |
| YTD | +50.7% | +43.6% | +7.1% | +31.0% |
| 1Y | +18.7% | +87.2% | -68.5% | -6.4% |
| All | +18.7% | +89.3% | -70.6% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling