+60.1%
STLD vs USHY
+1.9%
+58.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -4.7% |
| 7D | -3.9% | -0.2% | -3.8% | -3.4% |
| 30D | -0.4% | +0.7% | -1.1% | -2.2% |
| 3M | -9.2% | -2.2% | -7.0% | -2.6% |
| 6M | +5.0% | -0.9% | +5.8% | +7.4% |
| YTD | +42.8% | +0.2% | +42.7% | +41.4% |
| 1Y | +60.1% | +1.7% | +58.3% | +49.3% |
| All | +60.1% | +1.9% | +58.2% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling