+1,080.4%
STLD vs HBM
+599.4%
+481.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.8% | -6.5% | -2.4% |
| 7D | +2.7% | +7.4% | -4.7% | +0.4% |
| 30D | -8.4% | +5.1% | -13.5% | -10.2% |
| 3M | -9.9% | +11.1% | -21.0% | -14.1% |
| 6M | +33.0% | +30.2% | +2.8% | +18.8% |
| YTD | +42.6% | +46.2% | -3.6% | +21.0% |
| 1Y | +80.8% | +120.0% | -39.3% | +33.5% |
| 3Y | +143.4% | +527.4% | -384.0% | +20.9% |
| 5Y | +293.4% | +400.4% | -107.0% | +97.5% |
| 10Y | +1,080.4% | +621.5% | +458.9% | +328.2% |
| All | +1,080.4% | +599.4% | +481.0% | +328.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling