+80.8%
STLD vs HBM
+122.7%
-42.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.8% | -6.5% | -1.7% |
| 7D | +2.7% | +7.4% | -4.7% | +1.4% |
| 30D | -8.4% | +5.1% | -13.5% | -9.4% |
| 3M | -9.9% | +11.1% | -21.0% | -11.8% |
| 6M | +33.0% | +30.2% | +2.8% | +24.6% |
| YTD | +42.6% | +46.2% | -3.6% | +29.3% |
| 1Y | +80.8% | +120.0% | -39.3% | +54.0% |
| All | +80.8% | +122.7% | -42.0% | +54.0% |
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