+122.3%
STLD vs HBM
+424.8%
-302.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.0% |
| 7D | +2.9% | +2.2% | +0.7% | +2.3% |
| 30D | -5.6% | -11.8% | +6.2% | -3.1% |
| 3M | -11.7% | -19.2% | +7.5% | -8.1% |
| 6M | -2.8% | -22.9% | +20.1% | +1.1% |
| YTD | +36.4% | +7.8% | +28.7% | +27.9% |
| 1Y | +50.0% | +34.9% | +15.1% | +32.5% |
| 3Y | +122.3% | +422.2% | -299.9% | +42.0% |
| All | +122.3% | +424.8% | -302.4% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling