+148.8%
HYG vs STLD
+1,500.3%
-1,351.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.2% | +0.3% |
| 7D | -0.4% | +2.9% | -3.3% | -0.7% |
| 30D | +0.7% | -5.6% | +6.2% | +1.2% |
| 3M | -2.1% | -11.7% | +9.6% | -1.0% |
| 6M | -0.8% | -2.8% | +2.0% | -1.0% |
| YTD | +0.3% | +36.4% | -36.2% | -3.8% |
| 1Y | +1.8% | +50.0% | -48.2% | -3.4% |
| 3Y | +24.1% | +122.3% | -98.2% | +11.4% |
| 5Y | +17.7% | +273.2% | -255.5% | -2.2% |
| 10Y | +56.8% | +763.8% | -707.0% | +12.7% |
| All | +148.8% | +1,500.3% | -1,351.5% | +42.5% |
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