+148.9%
HYG vs STLD
+1,553.9%
-1,404.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -0.4% | +6.9% | -7.2% | -1.1% |
| 30D | +0.4% | -1.5% | +1.8% | +0.5% |
| 3M | -1.8% | -9.7% | +7.9% | -1.0% |
| 6M | -0.7% | +2.3% | -3.0% | -1.4% |
| YTD | +0.3% | +41.0% | -40.7% | -4.1% |
| 1Y | +1.4% | +51.8% | -50.4% | -3.8% |
| 3Y | +24.1% | +126.4% | -102.3% | +11.1% |
| 5Y | +17.8% | +285.7% | -267.9% | -2.5% |
| 10Y | +56.8% | +792.7% | -735.9% | +12.4% |
| All | +148.9% | +1,553.9% | -1,404.9% | +42.1% |
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