+17.8%
HPQ vs STLD
+105.6%
-87.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.5% |
| 7D | -1.1% | -11.1% | +10.0% | +2.7% |
| 30D | -11.7% | -4.8% | -6.9% | -10.7% |
| 3M | +2.0% | -14.6% | +16.5% | +6.8% |
| 6M | +35.9% | -7.4% | +43.3% | +37.3% |
| YTD | +32.7% | +32.6% | +0.1% | +16.4% |
| 1Y | +14.3% | +47.3% | -33.0% | -4.0% |
| 3Y | +17.8% | +107.5% | -89.7% | -14.1% |
| All | +17.8% | +105.6% | -87.8% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling