+78.1%
HST vs STLD
+104.7%
-26.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -7.6% | +1.9% | -3.4% |
| 7D | -4.2% | -12.5% | +8.3% | -0.4% |
| 30D | +9.6% | -6.8% | +16.4% | +11.8% |
| 3M | -1.1% | -16.4% | +15.3% | +3.8% |
| 6M | +21.1% | -6.1% | +27.2% | +21.8% |
| YTD | +47.1% | +32.0% | +15.1% | +31.3% |
| 1Y | +64.0% | +45.5% | +18.5% | +41.6% |
| All | +78.1% | +104.7% | -26.6% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling