-21.3%
HUT vs STLD
+274.1%
-295.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.2% | -3.9% | -4.8% |
| 7D | +9.3% | +2.9% | +6.4% | +7.3% |
| 30D | -23.1% | -5.6% | -17.6% | -19.3% |
| 3M | -30.6% | -11.7% | -18.9% | -24.8% |
| 6M | -46.9% | -2.8% | -44.1% | -47.0% |
| YTD | +25.3% | +36.4% | -11.1% | -1.6% |
| 1Y | +59.8% | +50.0% | +9.8% | +18.1% |
| 3Y | +467.2% | +122.3% | +344.9% | +217.7% |
| All | -21.3% | +274.1% | -295.4% | -72.0% |
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