+2,502.0%
STLD vs HBM
+443.9%
+2,058.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.2% | 0.0% |
| 7D | -11.1% | -3.6% | -7.5% | -10.1% |
| 30D | -4.8% | -19.2% | +14.4% | +1.5% |
| 3M | -14.6% | -20.5% | +6.0% | -9.1% |
| 6M | -7.4% | -12.8% | +5.4% | -6.3% |
| YTD | +32.6% | +5.4% | +27.1% | +23.2% |
| 1Y | +47.3% | +33.0% | +14.4% | +26.6% |
| 3Y | +107.5% | +357.3% | -249.8% | +11.6% |
| 5Y | +268.8% | +210.4% | +58.4% | +110.6% |
| 10Y | +883.3% | +387.1% | +496.2% | +281.6% |
| All | +2,502.0% | +443.9% | +2,058.0% | +444.1% |
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