+454.3%
HST vs STLD
+7,971.8%
-7,517.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -7.6% | +1.9% | -3.0% |
| 7D | -4.2% | -12.5% | +8.3% | +0.4% |
| 30D | +9.6% | -6.8% | +16.4% | +12.2% |
| 3M | -1.1% | -16.4% | +15.3% | +4.6% |
| 6M | +21.1% | -6.1% | +27.2% | +22.1% |
| YTD | +47.1% | +32.0% | +15.1% | +30.6% |
| 1Y | +64.0% | +45.5% | +18.5% | +40.6% |
| 3Y | +77.1% | +106.5% | -29.4% | +30.2% |
| 5Y | +71.8% | +267.2% | -195.4% | -2.1% |
| 10Y | +146.3% | +878.9% | -732.6% | -7.8% |
| All | +454.3% | +7,971.8% | -7,517.5% | -1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling