+626.3%
STLD vs USHY
+49.7%
+576.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.5% |
| 7D | -3.6% | -0.7% | -2.9% | -2.1% |
| 30D | -10.1% | -0.5% | -9.5% | -9.1% |
| 3M | -11.4% | +0.5% | -12.0% | -12.4% |
| 6M | +30.8% | +1.5% | +29.3% | +27.2% |
| YTD | +40.7% | +1.7% | +38.9% | +36.1% |
| 1Y | +80.8% | +3.5% | +77.2% | +68.9% |
| 3Y | +140.2% | +27.2% | +113.0% | +50.3% |
| 5Y | +288.5% | +21.0% | +267.5% | +175.9% |
| All | +626.3% | +49.7% | +576.6% | +275.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling