+217.0%
HUT vs STLD
+470.1%
-253.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.1% | +6.2% | +7.1% |
| 7D | +3.7% | -9.7% | +13.3% | +10.4% |
| 30D | -32.3% | -4.5% | -27.8% | -30.1% |
| 3M | -35.6% | -13.1% | -22.5% | -30.8% |
| 6M | -42.1% | -2.8% | -39.3% | -42.0% |
| YTD | +24.1% | +35.3% | -11.2% | +3.5% |
| 1Y | +27.9% | +51.4% | -23.5% | +0.7% |
| 3Y | +409.1% | +117.9% | +291.2% | +230.0% |
| 5Y | -25.9% | +272.6% | -298.5% | -63.9% |
| All | +217.0% | +470.1% | -253.0% | -1.7% |
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