+293.4%
STLD vs USHY
+21.9%
+271.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.7% | 0.0% | +2.6% | +2.6% |
| 30D | -8.4% | 0.0% | -8.4% | -8.4% |
| 3M | -9.9% | +1.2% | -11.0% | -11.9% |
| 6M | +33.0% | +2.6% | +30.4% | +26.9% |
| YTD | +42.6% | +2.4% | +40.1% | +36.5% |
| 1Y | +80.8% | +4.2% | +76.5% | +67.8% |
| 3Y | +143.4% | +28.0% | +115.4% | +61.3% |
| 5Y | +293.4% | +21.8% | +271.6% | +189.4% |
| All | +293.4% | +21.9% | +271.5% | +189.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling