+55.2%
HYG vs STLD
+1,131.4%
-1,076.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.1% |
| 7D | -0.7% | -0.9% | +0.2% | -0.6% |
| 30D | -0.7% | -8.9% | +8.2% | 0.0% |
| 3M | -0.2% | -14.0% | +13.8% | +1.0% |
| 6M | +1.4% | +30.8% | -29.4% | -1.4% |
| YTD | +1.5% | +42.3% | -40.8% | -2.2% |
| 1Y | +2.9% | +81.1% | -78.2% | -3.2% |
| 3Y | +25.6% | +149.2% | -123.5% | +13.4% |
| 5Y | +18.6% | +292.9% | -274.4% | +0.6% |
| All | +55.2% | +1,131.4% | -1,076.2% | +12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling