+151.6%
HUM vs STLD
+802.0%
-650.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.6% |
| 7D | +6.9% | -0.5% | +7.4% | +7.0% |
| 30D | +3.2% | -0.1% | +3.2% | +3.1% |
| 3M | +20.0% | -9.2% | +29.1% | +22.1% |
| 6M | +63.5% | +1.8% | +61.7% | +61.6% |
| YTD | +75.9% | +42.1% | +33.8% | +60.5% |
| 1Y | +85.7% | +58.5% | +27.2% | +65.3% |
| 3Y | -6.1% | +128.2% | -134.3% | -24.2% |
| 5Y | +5.1% | +288.2% | -283.1% | -28.3% |
| 10Y | +151.6% | +799.8% | -648.2% | +21.9% |
| All | +151.6% | +802.0% | -650.5% | +21.9% |
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