+58.5%
STLD vs USHY
+2.1%
+56.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +0.8% |
| 7D | -0.5% | -0.2% | -0.2% | +0.2% |
| 30D | -0.1% | +0.5% | -0.5% | -1.4% |
| 3M | -9.2% | -1.2% | -8.0% | -5.6% |
| 6M | +1.8% | -0.1% | +1.8% | +1.7% |
| YTD | +42.1% | +1.1% | +41.0% | +36.6% |
| 1Y | +58.5% | +2.0% | +56.5% | +46.6% |
| All | +58.5% | +2.1% | +56.4% | +46.6% |
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