+96.6%
HST vs STLD
+1,105.0%
-1,008.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.9% |
| 7D | -1.0% | +3.1% | -4.2% | -2.2% |
| 30D | -12.3% | -9.0% | -3.3% | -9.4% |
| 3M | -6.4% | -12.4% | +6.0% | -2.4% |
| 6M | +15.0% | +25.5% | -10.5% | +3.7% |
| YTD | +30.5% | +43.6% | -13.1% | +11.1% |
| 1Y | +35.7% | +87.2% | -51.5% | +3.4% |
| 3Y | +68.4% | +135.2% | -66.9% | +13.2% |
| 5Y | +73.1% | +290.9% | -217.7% | -12.3% |
| All | +96.6% | +1,105.0% | -1,008.5% | -40.8% |
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