-7.4%
STLD vs HIG
+0.4%
-7.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.7% | +0.1% |
| 7D | -11.1% | +1.1% | -12.2% | -10.9% |
| 30D | -4.8% | +5.6% | -10.4% | -4.3% |
| 3M | -14.6% | -6.9% | -7.7% | -15.8% |
| 6M | -7.4% | +1.3% | -8.7% | -5.7% |
| All | -7.4% | +0.4% | -7.8% | -5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling