+8,153.7%
STLD vs HRB
+1,676.6%
+6,477.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -0.2% |
| 7D | +3.1% | -5.7% | +8.8% | +5.3% |
| 30D | -9.0% | +7.9% | -16.9% | -12.3% |
| 3M | -12.4% | +32.1% | -44.5% | -22.1% |
| 6M | +25.5% | +62.2% | -36.7% | +0.9% |
| YTD | +43.6% | +16.4% | +27.2% | +29.1% |
| 1Y | +87.2% | -0.3% | +87.5% | +77.5% |
| 3Y | +135.2% | +36.0% | +99.2% | +91.1% |
| 5Y | +290.9% | +125.2% | +165.7% | +152.2% |
| 10Y | +1,113.5% | +237.7% | +875.8% | +499.7% |
| All | +8,153.7% | +1,676.6% | +6,477.0% | +2,174.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling