+7,677.9%
STLD vs HIG
+663.5%
+7,014.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.4% | +1.9% |
| 7D | -9.7% | -0.5% | -9.2% | -9.5% |
| 30D | -4.5% | +4.5% | -9.0% | -6.0% |
| 3M | -13.1% | -5.5% | -7.6% | -11.7% |
| 6M | -2.8% | +3.1% | -5.8% | -4.3% |
| YTD | +35.3% | -0.8% | +36.2% | +34.7% |
| 1Y | +51.4% | +6.1% | +45.3% | +47.3% |
| 3Y | +117.9% | +94.1% | +23.8% | +73.0% |
| 5Y | +272.6% | +106.4% | +166.2% | +191.6% |
| 10Y | +782.2% | +265.1% | +517.1% | +473.7% |
| All | +7,677.9% | +663.5% | +7,014.3% | +2,696.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling