+138.0%
STM vs USHY
+49.7%
+88.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.1% |
| 7D | -1.1% | -0.7% | -0.3% | +1.1% |
| 30D | -7.8% | -0.5% | -7.3% | -6.3% |
| 3M | -28.2% | +0.5% | -28.7% | -28.8% |
| 6M | +52.0% | +1.5% | +50.5% | +47.8% |
| YTD | +96.4% | +1.7% | +94.6% | +90.4% |
| 1Y | +98.8% | +3.5% | +95.3% | +84.0% |
| 3Y | +18.3% | +27.2% | -8.9% | -34.2% |
| 5Y | +17.7% | +21.0% | -3.3% | -21.6% |
| All | +138.0% | +49.7% | +88.4% | +7.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling