+156.1%
HPQ vs STLD
+761.4%
-605.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +2.9% |
| 7D | +3.2% | +2.9% | +0.2% | +1.9% |
| 30D | -3.6% | -5.6% | +1.9% | -2.0% |
| 3M | -5.3% | -11.7% | +6.4% | -1.6% |
| 6M | +41.1% | -2.8% | +43.9% | +40.5% |
| YTD | +36.9% | +36.4% | +0.4% | +18.2% |
| 1Y | +23.5% | +50.0% | -26.5% | +2.6% |
| 3Y | +19.6% | +122.3% | -102.7% | -17.2% |
| 5Y | +11.4% | +273.2% | -261.8% | -40.7% |
| All | +156.1% | +761.4% | -605.3% | -11.1% |
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