+144.6%
HST vs STLD
+804.7%
-660.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.8% | -1.2% | +1.1% |
| 7D | +0.6% | -4.7% | +5.2% | +2.4% |
| 30D | +14.5% | -0.9% | +15.4% | +14.8% |
| 3M | +15.4% | -11.9% | +27.3% | +20.2% |
| 6M | +22.0% | +0.9% | +21.1% | +19.7% |
| YTD | +54.9% | +40.4% | +14.4% | +32.2% |
| 1Y | +54.0% | +56.6% | -2.6% | +25.8% |
| 3Y | +90.4% | +125.5% | -35.0% | +29.5% |
| 5Y | +84.2% | +292.8% | -208.6% | -7.8% |
| 10Y | +144.6% | +787.1% | -642.5% | -26.0% |
| All | +144.6% | +804.7% | -660.1% | -26.0% |
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