Alternate explanation:

Hormone: Pretty much any chemical your body uses for intra-body signaling. Signaling in this case can be anything from dumping adrenaline in order to move blood preferentially to the muscles, to the production of estrogen in order to promote cell growth in certain organs.

Steroid: A particular class of compounds grouped by the existence of a particular quartet of carbon atom rings inside each of the molecular structures. They have a very wide range of roles across the tree of life. Examples include, but are not limited to: testosterone, cholesterol, ergosterol, and progesterone.

Steroid (colloquial meaning): Pretty much any performance enhancing drug, including hormones and actual steroids.