-7.8%
HUM vs STLD
+124.8%
-132.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.8% | -0.3% | +2.6% |
| 7D | +4.8% | -4.7% | +9.5% | +5.9% |
| 30D | +1.6% | -0.9% | +2.6% | +1.7% |
| 3M | +13.8% | -11.9% | +25.7% | +16.7% |
| 6M | +60.0% | +0.9% | +59.1% | +58.3% |
| YTD | +72.7% | +40.4% | +32.2% | +55.9% |
| 1Y | +86.1% | +56.6% | +29.6% | +63.4% |
| 3Y | -7.8% | +125.5% | -133.3% | -22.2% |
| All | -7.8% | +124.8% | -132.6% | -22.2% |
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