+301.3%
HUT vs STLD
+104.7%
+196.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -7.6% | +1.5% | -0.4% |
| 7D | -30.8% | -12.5% | -18.4% | -23.2% |
| 30D | -50.2% | -6.8% | -43.3% | -47.1% |
| 3M | -50.5% | -16.4% | -34.1% | -43.8% |
| 6M | -42.9% | -6.1% | -36.8% | -41.6% |
| YTD | 0.0% | +32.0% | -31.9% | -22.3% |
| 1Y | -2.2% | +45.5% | -47.7% | -29.0% |
| All | +301.3% | +104.7% | +196.6% | +153.3% |
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