+198.9%
HPQ vs STLD
+1,072.4%
-873.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.2% |
| 7D | -0.5% | +2.7% | -3.1% | -1.5% |
| 30D | +3.7% | -8.4% | +12.2% | +6.9% |
| 3M | +24.3% | -9.9% | +34.2% | +28.5% |
| 6M | +64.8% | +33.0% | +31.7% | +45.8% |
| YTD | +43.9% | +42.6% | +1.3% | +23.2% |
| 1Y | +11.7% | +80.8% | -69.1% | -13.2% |
| 3Y | +19.7% | +143.4% | -123.8% | -19.5% |
| 5Y | +32.2% | +293.4% | -261.2% | -30.7% |
| 10Y | +198.9% | +1,080.4% | -881.5% | -7.4% |
| All | +198.9% | +1,072.4% | -873.4% | -7.4% |
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 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