+155.5%
HUT vs STLD
+455.9%
-300.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -7.6% | +1.5% | -1.7% |
| 7D | -30.8% | -12.5% | -18.4% | -25.1% |
| 30D | -50.2% | -6.8% | -43.3% | -47.8% |
| 3M | -50.5% | -16.4% | -34.1% | -45.6% |
| 6M | -42.9% | -6.1% | -36.8% | -41.5% |
| YTD | 0.0% | +32.0% | -31.9% | -15.4% |
| 1Y | -2.2% | +45.5% | -47.7% | -21.3% |
| 3Y | +289.4% | +106.5% | +182.9% | +159.6% |
| 5Y | -36.7% | +267.2% | -303.9% | -68.8% |
| All | +155.5% | +455.9% | -300.4% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling