+391.8%
HST vs STLD
+8,684.3%
-8,292.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.8% |
| 7D | -1.0% | +3.1% | -4.2% | -2.2% |
| 30D | -12.3% | -9.0% | -3.3% | -9.6% |
| 3M | -6.4% | -12.4% | +6.0% | -2.8% |
| 6M | +15.0% | +25.5% | -10.5% | +4.7% |
| YTD | +30.5% | +43.6% | -13.1% | +12.9% |
| 1Y | +35.7% | +87.2% | -51.5% | +6.3% |
| 3Y | +68.4% | +135.2% | -66.9% | +18.3% |
| 5Y | +73.1% | +290.9% | -217.7% | -3.6% |
| 10Y | +92.7% | +1,113.5% | -1,020.7% | -33.0% |
| All | +391.8% | +8,684.3% | -8,292.5% | -14.5% |
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