+292.6%
STLD vs FHN
+86.2%
+206.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +3.1% | +1.2% | +2.0% | +2.7% |
| 30D | -9.0% | -4.7% | -4.3% | -7.3% |
| 3M | -12.4% | +3.5% | -15.9% | -13.5% |
| 6M | +25.5% | +7.8% | +17.7% | +22.1% |
| YTD | +43.6% | +5.9% | +37.7% | +40.5% |
| 1Y | +87.2% | +12.5% | +74.7% | +78.5% |
| 3Y | +135.2% | +117.2% | +18.0% | +82.3% |
| All | +292.6% | +86.2% | +206.4% | +186.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling