+58.5%
STLD vs FHN
+10.5%
+48.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -0.5% | -0.9% | +0.4% | +0.2% |
| 30D | -0.1% | +2.0% | -2.1% | -1.2% |
| 3M | -9.2% | -6.8% | -2.3% | -5.0% |
| 6M | +1.8% | -0.8% | +2.5% | +2.3% |
| YTD | +42.1% | +0.6% | +41.6% | +39.1% |
| 1Y | +58.5% | +11.5% | +47.0% | +47.0% |
| All | +58.5% | +10.5% | +48.1% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 1y: compounded portfolio wealth divided by compounded FHN 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…
1y analysis · Full analysis span regression · 6 months rolling