+7,677.9%
STLD vs HRB
+1,746.2%
+5,931.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +3.2% |
| 7D | -9.7% | -2.4% | -7.2% | -9.1% |
| 30D | -4.5% | +15.7% | -20.3% | -9.9% |
| 3M | -13.1% | +11.4% | -24.5% | -17.9% |
| 6M | -2.8% | +40.7% | -43.5% | -16.5% |
| YTD | +35.3% | +21.0% | +14.4% | +18.9% |
| 1Y | +51.4% | +7.2% | +44.1% | +38.9% |
| 3Y | +117.9% | +29.2% | +88.8% | +79.8% |
| 5Y | +272.6% | +142.3% | +130.3% | +132.3% |
| 10Y | +782.2% | +253.1% | +529.1% | +326.2% |
| All | +7,677.9% | +1,746.2% | +5,931.7% | +1,995.3% |
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