+96.5%
STM vs USHY
+1.9%
+94.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.7% | -6.7% | -10.4% |
| 7D | -6.0% | -0.2% | -5.8% | -4.8% |
| 30D | -20.9% | +0.7% | -21.6% | -24.5% |
| 3M | -15.8% | -2.2% | -13.5% | -0.4% |
| 6M | -17.0% | -0.9% | -16.2% | -9.4% |
| YTD | +76.8% | +0.2% | +76.6% | +84.0% |
| 1Y | +96.5% | +1.7% | +94.8% | +87.4% |
| All | +96.5% | +1.9% | +94.6% | +87.4% |
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 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