-91.6%
HTZ vs STLD
+329.4%
-421.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -3.0% | +12.2% | +10.5% |
| 7D | +18.9% | -3.9% | +22.9% | +20.8% |
| 30D | +26.3% | -0.4% | +26.6% | +26.0% |
| 3M | +49.7% | -9.2% | +58.9% | +54.2% |
| 6M | -61.1% | +5.0% | -66.1% | -62.8% |
| YTD | -56.0% | +42.8% | -98.8% | -63.6% |
| 1Y | -66.4% | +60.1% | -126.5% | -73.5% |
| 3Y | -75.8% | +123.5% | -199.2% | -84.0% |
| 5Y | -93.1% | +302.0% | -395.1% | -96.7% |
| All | -91.6% | +329.4% | -421.1% | -96.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling