-25.9%
HUT vs STLD
+269.6%
-295.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.1% | +6.2% | +6.8% |
| 7D | +3.7% | -9.7% | +13.3% | +11.9% |
| 30D | -32.3% | -4.5% | -27.8% | -29.6% |
| 3M | -35.6% | -13.1% | -22.5% | -29.6% |
| 6M | -42.1% | -2.8% | -39.3% | -42.3% |
| YTD | +24.1% | +35.3% | -11.2% | -2.1% |
| 1Y | +27.9% | +51.4% | -23.5% | -6.2% |
| 3Y | +409.1% | +117.9% | +291.2% | +188.3% |
| 5Y | -25.9% | +272.6% | -298.5% | -73.6% |
| All | -25.9% | +269.6% | -295.6% | -73.6% |
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