+141.8%
STM vs USHY
+50.4%
+91.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.3% |
| 7D | +1.7% | -0.1% | +1.8% | +2.1% |
| 30D | -5.2% | 0.0% | -5.1% | -5.0% |
| 3M | -29.6% | +0.8% | -30.5% | -30.9% |
| 6M | +54.4% | +1.9% | +52.4% | +48.4% |
| YTD | +99.5% | +2.3% | +97.3% | +90.7% |
| 1Y | +100.8% | +4.1% | +96.6% | +82.7% |
| 3Y | +20.2% | +27.8% | -7.6% | -34.1% |
| 5Y | +21.1% | +21.5% | -0.4% | -20.4% |
| All | +141.8% | +50.4% | +91.4% | +7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling