+87.2%
STLD vs USHY
+4.6%
+82.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.5% |
| 7D | +3.1% | -0.1% | +3.3% | +3.6% |
| 30D | -9.0% | +0.1% | -9.1% | -9.3% |
| 3M | -12.4% | +0.8% | -13.2% | -15.0% |
| 6M | +25.5% | +1.7% | +23.8% | +18.3% |
| YTD | +43.6% | +2.5% | +41.1% | +31.7% |
| 1Y | +87.2% | +4.4% | +82.8% | +58.0% |
| All | +87.2% | +4.6% | +82.6% | +58.0% |
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