+67.5%
HST vs STLD
+135.5%
-68.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | -1.0% | +3.1% | -4.2% | -2.0% |
| 30D | -12.3% | -9.0% | -3.3% | -10.0% |
| 3M | -6.4% | -12.4% | +6.0% | -3.1% |
| 6M | +15.0% | +25.5% | -10.5% | +5.6% |
| YTD | +30.5% | +43.6% | -13.1% | +14.3% |
| 1Y | +35.7% | +87.2% | -51.5% | +8.5% |
| All | +67.5% | +135.5% | -68.0% | +23.9% |
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