+153.5%
HYG vs STLD
+1,584.4%
-1,430.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.1% |
| 7D | -0.2% | +3.1% | -3.3% | -0.5% |
| 30D | +0.1% | -9.0% | +9.1% | +1.0% |
| 3M | +0.7% | -12.4% | +13.0% | +1.8% |
| 6M | +1.5% | +25.5% | -24.0% | -1.4% |
| YTD | +2.2% | +43.6% | -41.4% | -2.3% |
| 1Y | +3.9% | +87.2% | -83.3% | -3.7% |
| 3Y | +26.0% | +135.2% | -109.2% | +12.4% |
| 5Y | +19.2% | +290.9% | -271.7% | -1.5% |
| 10Y | +54.8% | +1,113.5% | -1,058.6% | +7.0% |
| All | +153.5% | +1,584.4% | -1,430.8% | +44.6% |
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 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