-57.6%
HTZ vs STLD
+89.3%
-146.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.7% |
| 7D | +7.5% | +3.1% | +4.3% | +6.6% |
| 30D | +47.4% | -9.0% | +56.4% | +50.2% |
| 3M | -54.9% | -12.4% | -42.5% | -53.3% |
| 6M | -47.0% | +25.5% | -72.5% | -53.0% |
| YTD | -55.3% | +43.6% | -98.9% | -60.8% |
| 1Y | -57.6% | +87.2% | -144.8% | -60.1% |
| All | -57.6% | +89.3% | -146.9% | -60.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling