+86.3%
HUT vs STLD
+292.4%
-206.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.8% | +7.3% |
| 7D | +17.8% | +3.1% | +14.6% | +15.1% |
| 30D | +0.8% | -9.0% | +9.8% | +6.5% |
| 3M | -26.8% | -12.4% | -14.4% | -21.2% |
| 6M | +72.6% | +25.5% | +47.1% | +44.6% |
| YTD | +103.6% | +43.6% | +60.0% | +54.3% |
| 1Y | +265.3% | +87.2% | +178.1% | +133.2% |
| 3Y | +689.4% | +135.2% | +554.2% | +326.7% |
| All | +86.3% | +292.4% | -206.1% | -31.6% |
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