+258.8%
STLD vs HRB
+145.8%
+113.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +0.9% |
| 7D | -11.1% | +2.7% | -13.8% | -11.4% |
| 30D | -4.8% | +22.1% | -26.9% | -7.1% |
| 3M | -14.6% | +15.7% | -30.3% | -16.5% |
| 6M | -7.4% | +83.3% | -90.7% | -16.1% |
| YTD | +32.6% | +25.0% | +7.6% | +30.1% |
| 1Y | +47.3% | +6.9% | +40.4% | +50.4% |
| 3Y | +107.5% | +39.0% | +68.5% | +89.0% |
| All | +258.8% | +145.8% | +113.0% | +167.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling