+740.9%
STLD vs HIG
+261.7%
+479.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.7% | -3.5% |
| 7D | +2.9% | +2.6% | +0.3% | +1.3% |
| 30D | -5.6% | +4.2% | -9.7% | -8.3% |
| 3M | -11.7% | +0.2% | -11.9% | -12.4% |
| 6M | -2.8% | +4.6% | -7.4% | -6.9% |
| YTD | +36.4% | +1.1% | +35.3% | +33.2% |
| 1Y | +50.0% | +4.7% | +45.3% | +42.9% |
| 3Y | +122.3% | +95.5% | +26.9% | +36.7% |
| 5Y | +273.2% | +111.7% | +161.5% | +117.0% |
| All | +740.9% | +261.7% | +479.2% | +205.4% |
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