+56.6%
STLD vs HBM
+31.9%
+24.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.7% | +7.4% | +4.5% |
| 7D | -4.7% | +2.4% | -7.0% | -5.1% |
| 30D | -0.9% | -16.0% | +15.0% | +1.9% |
| 3M | -11.9% | -21.3% | +9.5% | -8.6% |
| 6M | +0.9% | -12.2% | +13.1% | +2.0% |
| YTD | +40.4% | +10.7% | +29.8% | +30.6% |
| 1Y | +56.6% | +30.3% | +26.3% | +37.1% |
| All | +56.6% | +31.9% | +24.7% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling