+13.0%
HSY vs STLD
+292.4%
-279.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.0% |
| 7D | -3.3% | +3.1% | -6.4% | -3.4% |
| 30D | -2.8% | -9.0% | +6.2% | -2.5% |
| 3M | -4.5% | -12.4% | +7.9% | -4.0% |
| 6M | -24.2% | +25.5% | -49.7% | -25.2% |
| YTD | -2.7% | +43.6% | -46.3% | -4.6% |
| 1Y | -3.7% | +87.2% | -90.9% | -6.8% |
| 3Y | -11.5% | +135.2% | -146.7% | -16.0% |
| All | +13.0% | +292.4% | -279.4% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling