+146.7%
HUM vs STLD
+1,092.9%
-946.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -0.2% | -2.8% | +2.6% | +0.4% |
| 30D | +3.7% | -10.4% | +14.1% | +6.1% |
| 3M | +10.4% | -10.6% | +21.0% | +12.7% |
| 6M | +125.7% | +32.7% | +93.0% | +110.3% |
| YTD | +57.3% | +42.8% | +14.5% | +43.6% |
| 1Y | +48.6% | +86.9% | -38.3% | +27.4% |
| 3Y | -11.3% | +143.8% | -155.1% | -29.6% |
| 5Y | +0.8% | +293.5% | -292.7% | -31.7% |
| 10Y | +146.7% | +1,122.7% | -976.0% | +10.9% |
| All | +146.7% | +1,092.9% | -946.2% | +10.9% |
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