+292.6%
STLD vs HBM
+349.4%
-56.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | +3.1% | -6.4% | +9.5% | +5.0% |
| 30D | -9.0% | +5.9% | -14.9% | -10.8% |
| 3M | -12.4% | -8.9% | -3.5% | -11.4% |
| 6M | +25.5% | +10.7% | +14.8% | +18.1% |
| YTD | +43.6% | +38.3% | +5.4% | +24.4% |
| 1Y | +87.2% | +121.3% | -34.1% | +38.2% |
| 3Y | +135.2% | +450.6% | -315.3% | +19.5% |
| All | +292.6% | +349.4% | -56.7% | +101.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling