+107.5%
STLD vs HRB
+36.2%
+71.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +0.3% |
| 7D | -11.1% | +2.7% | -13.8% | -11.0% |
| 30D | -4.8% | +22.1% | -26.9% | -4.1% |
| 3M | -14.6% | +15.7% | -30.3% | -14.1% |
| 6M | -7.4% | +83.3% | -90.7% | -6.0% |
| YTD | +32.6% | +25.0% | +7.6% | +38.9% |
| 1Y | +47.3% | +6.9% | +40.4% | +57.3% |
| 3Y | +107.5% | +39.0% | +68.5% | +115.9% |
| All | +107.5% | +36.2% | +71.3% | +115.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling