+2,718.9%
STLD vs HBM
+613.3%
+2,105.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | +3.1% | -6.4% | +9.5% | +5.2% |
| 30D | -9.0% | +5.9% | -14.9% | -11.0% |
| 3M | -12.4% | -8.9% | -3.5% | -11.6% |
| 6M | +25.5% | +10.7% | +14.8% | +17.4% |
| YTD | +43.6% | +38.3% | +5.4% | +23.3% |
| 1Y | +87.2% | +121.3% | -34.1% | +36.5% |
| 3Y | +135.2% | +450.6% | -315.3% | +19.6% |
| 5Y | +290.9% | +338.0% | -47.1% | +100.7% |
| 10Y | +1,113.5% | +578.6% | +534.8% | +324.1% |
| All | +2,718.9% | +613.3% | +2,105.5% | +444.5% |
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