+7,970.4%
STLD vs HRB
+1,746.5%
+6,223.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.7% | +3.8% |
| 7D | -4.7% | -4.0% | -0.6% | -3.4% |
| 30D | -0.9% | +15.8% | -16.7% | -6.5% |
| 3M | -11.9% | +12.0% | -23.9% | -16.9% |
| 6M | +0.9% | +40.7% | -39.8% | -13.3% |
| YTD | +40.4% | +21.0% | +19.4% | +23.4% |
| 1Y | +56.6% | +11.7% | +44.9% | +41.5% |
| 3Y | +125.5% | +25.0% | +100.5% | +88.5% |
| 5Y | +292.8% | +141.0% | +151.8% | +145.5% |
| 10Y | +787.1% | +241.3% | +545.8% | +334.6% |
| All | +7,970.4% | +1,746.5% | +6,223.9% | +2,074.0% |
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