+192.7%
HUT vs STLD
+458.4%
-265.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +0.5% | +14.1% | +14.3% |
| 7D | -11.4% | -11.1% | -0.2% | -4.8% |
| 30D | -41.0% | -4.8% | -36.3% | -39.0% |
| 3M | -41.9% | -14.6% | -27.4% | -37.0% |
| 6M | -51.7% | -7.4% | -44.3% | -50.2% |
| YTD | +14.6% | +32.6% | -18.0% | -3.3% |
| 1Y | +21.4% | +47.3% | -25.9% | -3.0% |
| 3Y | +359.8% | +107.5% | +252.3% | +205.8% |
| 5Y | -27.5% | +268.8% | -296.3% | -64.3% |
| All | +192.7% | +458.4% | -265.7% | -8.2% |
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 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