+769.0%
STLD vs HRB
+226.2%
+542.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +6.9% | -7.8% | +14.6% | +9.0% |
| 30D | -1.5% | +15.7% | -17.2% | -5.5% |
| 3M | -9.7% | -5.5% | -4.2% | -9.1% |
| 6M | +2.3% | +41.1% | -38.8% | -8.5% |
| YTD | +41.0% | +20.4% | +20.7% | +30.1% |
| 1Y | +51.8% | +15.2% | +36.6% | +41.8% |
| 3Y | +126.4% | +24.3% | +102.1% | +99.5% |
| 5Y | +285.7% | +144.7% | +141.0% | +160.2% |
| All | +769.0% | +226.2% | +542.8% | +401.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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