+7,518.6%
STLD vs HIG
+658.6%
+6,860.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.7% | +1.2% |
| 7D | -11.1% | +1.1% | -12.2% | -11.5% |
| 30D | -4.8% | +5.6% | -10.4% | -6.6% |
| 3M | -14.6% | -6.9% | -7.7% | -12.8% |
| 6M | -7.4% | +1.3% | -8.7% | -8.4% |
| YTD | +32.6% | -1.5% | +34.0% | +32.2% |
| 1Y | +47.3% | +6.6% | +40.7% | +43.1% |
| 3Y | +107.5% | +91.2% | +16.3% | +65.6% |
| 5Y | +268.8% | +106.1% | +162.8% | +188.8% |
| 10Y | +883.3% | +283.7% | +599.6% | +530.9% |
| All | +7,518.6% | +658.6% | +6,860.0% | +2,645.3% |
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