+2,556.3%
STLD vs HBM
+492.8%
+2,063.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.0% | -6.9% | -0.7% |
| 7D | -9.7% | +5.0% | -14.7% | -11.1% |
| 30D | -4.5% | -12.7% | +8.2% | -0.7% |
| 3M | -13.1% | -17.4% | +4.3% | -8.7% |
| 6M | -2.8% | -8.9% | +6.1% | -3.0% |
| YTD | +35.3% | +14.9% | +20.4% | +22.3% |
| 1Y | +51.4% | +41.4% | +10.0% | +27.5% |
| 3Y | +117.9% | +462.1% | -344.2% | +9.6% |
| 5Y | +272.6% | +224.0% | +48.6% | +109.9% |
| 10Y | +782.2% | +320.9% | +461.3% | +260.3% |
| All | +2,556.3% | +492.8% | +2,063.5% | +440.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling