-10.6%
HUM vs STLD
+141.4%
-152.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +2.1% | +2.7% | -0.6% | +1.5% |
| 30D | +4.7% | -8.4% | +13.1% | +6.5% |
| 3M | +13.5% | -9.9% | +23.4% | +15.6% |
| 6M | +126.7% | +33.0% | +93.6% | +111.1% |
| YTD | +58.5% | +42.6% | +16.0% | +44.5% |
| 1Y | +31.7% | +80.8% | -49.0% | +13.7% |
| 3Y | -10.6% | +143.4% | -154.1% | -21.2% |
| All | -10.6% | +141.4% | -152.1% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling