+536.1%
HPQ vs STLD
+8,684.3%
-8,148.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.7% |
| 7D | +6.9% | +3.1% | +3.8% | +6.0% |
| 30D | +14.4% | -9.0% | +23.4% | +17.1% |
| 3M | +25.6% | -12.4% | +38.0% | +29.6% |
| 6M | +75.0% | +25.5% | +49.5% | +63.3% |
| YTD | +50.7% | +43.6% | +7.1% | +35.1% |
| 1Y | +18.7% | +87.2% | -68.5% | -1.1% |
| 3Y | +21.5% | +135.2% | -113.7% | -6.2% |
| 5Y | +31.6% | +290.9% | -259.3% | -13.7% |
| 10Y | +216.1% | +1,113.5% | -897.4% | +48.5% |
| All | +536.1% | +8,684.3% | -8,148.2% | +37.5% |
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