+1,080.4%
STLD vs HIG
+304.7%
+775.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | +0.5% |
| 7D | +2.7% | -1.1% | +3.7% | +3.3% |
| 30D | -8.4% | -4.9% | -3.5% | -5.6% |
| 3M | -9.9% | +6.8% | -16.7% | -14.0% |
| 6M | +33.0% | -1.7% | +34.7% | +33.0% |
| YTD | +42.6% | -0.2% | +42.8% | +41.0% |
| 1Y | +80.8% | +5.7% | +75.0% | +71.4% |
| 3Y | +143.4% | +100.3% | +43.1% | +47.7% |
| 5Y | +293.4% | +118.5% | +174.9% | +124.8% |
| 10Y | +1,080.4% | +309.7% | +770.7% | +315.7% |
| All | +1,080.4% | +304.7% | +775.7% | +315.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling