-86.4%
HTZ vs STLD
+292.4%
-378.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.0% |
| 7D | +7.5% | +3.1% | +4.3% | +6.0% |
| 30D | +47.4% | -9.0% | +56.4% | +52.5% |
| 3M | -54.9% | -12.4% | -42.5% | -52.9% |
| 6M | -47.0% | +25.5% | -72.5% | -53.0% |
| YTD | -55.3% | +43.6% | -98.9% | -62.7% |
| 1Y | -57.6% | +87.2% | -144.8% | -68.9% |
| 3Y | -86.6% | +135.2% | -221.8% | -91.2% |
| All | -86.4% | +292.4% | -378.8% | -92.7% |
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