+641.6%
STLD vs USHY
+50.7%
+590.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +3.1% | -0.1% | +3.3% | +3.4% |
| 30D | -9.0% | +0.1% | -9.1% | -9.2% |
| 3M | -12.4% | +0.8% | -13.2% | -13.9% |
| 6M | +25.5% | +1.7% | +23.8% | +21.4% |
| YTD | +43.6% | +2.5% | +41.1% | +36.9% |
| 1Y | +87.2% | +4.4% | +82.8% | +72.0% |
| 3Y | +135.2% | +27.4% | +107.9% | +46.7% |
| 5Y | +290.9% | +21.7% | +269.1% | +174.1% |
| All | +641.6% | +50.7% | +590.8% | +278.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling