+137.6%
HST vs STLD
+868.9%
-731.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -2.7% | -11.1% | +8.4% | +1.7% |
| 30D | +10.7% | -4.8% | +15.5% | +12.6% |
| 3M | +6.3% | -14.6% | +20.8% | +11.9% |
| 6M | +19.0% | -7.4% | +26.4% | +20.6% |
| YTD | +47.0% | +32.6% | +14.5% | +28.4% |
| 1Y | +53.4% | +47.3% | +6.1% | +28.4% |
| 3Y | +78.0% | +107.5% | -29.5% | +25.3% |
| 5Y | +71.7% | +268.8% | -197.2% | -11.5% |
| All | +137.6% | +868.9% | -731.3% | -25.8% |
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