+455.9%
HPQ vs STLD
+8,177.9%
-7,722.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.3% |
| 7D | -0.6% | -9.7% | +9.0% | +2.0% |
| 30D | -6.5% | -4.5% | -1.9% | -5.6% |
| 3M | -5.1% | -13.1% | +8.0% | -2.0% |
| 6M | +27.3% | -2.8% | +30.1% | +27.1% |
| YTD | +31.7% | +35.3% | -3.6% | +19.6% |
| 1Y | +13.0% | +51.4% | -38.4% | -0.6% |
| 3Y | +18.3% | +117.9% | -99.6% | -6.9% |
| 5Y | +7.4% | +272.6% | -265.2% | -28.7% |
| 10Y | +154.8% | +782.2% | -627.4% | +29.0% |
| All | +455.9% | +8,177.9% | -7,722.0% | +21.6% |
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