+80.8%
STLD vs HRB
-5.9%
+86.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.7% | -1.6% |
| 7D | +2.7% | -9.1% | +11.7% | +1.3% |
| 30D | -8.4% | +0.3% | -8.7% | -8.1% |
| 3M | -9.9% | +23.4% | -33.2% | -6.0% |
| 6M | +33.0% | +45.1% | -12.1% | +43.5% |
| YTD | +42.6% | +8.9% | +33.7% | +50.5% |
| 1Y | +80.8% | -7.9% | +88.7% | +89.3% |
| All | +80.8% | -5.9% | +86.6% | +89.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling