+2.7%
HUM vs STLD
+289.0%
-286.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.8% | -0.3% | +2.8% |
| 7D | +4.8% | -4.7% | +9.5% | +5.7% |
| 30D | +1.6% | -0.9% | +2.6% | +1.7% |
| 3M | +13.8% | -11.9% | +25.7% | +16.1% |
| 6M | +60.0% | +0.9% | +59.1% | +58.8% |
| YTD | +72.7% | +40.4% | +32.2% | +60.4% |
| 1Y | +86.1% | +56.6% | +29.6% | +69.5% |
| 3Y | -7.8% | +125.5% | -133.3% | -21.3% |
| 5Y | +2.7% | +292.8% | -290.1% | -22.2% |
| All | +2.7% | +289.0% | -286.3% | -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 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