+119.6%
STM vs USHY
+48.0%
+71.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.9% |
| 7D | +12.0% | -0.4% | +12.4% | +13.4% |
| 30D | -0.4% | +0.6% | -1.0% | -1.9% |
| 3M | -13.2% | -2.0% | -11.2% | -7.7% |
| 6M | -26.1% | -0.5% | -25.5% | -24.0% |
| YTD | +81.2% | +0.6% | +80.6% | +82.0% |
| 1Y | +98.3% | +2.1% | +96.2% | +91.2% |
| 3Y | +16.7% | +25.3% | -8.6% | -32.3% |
| 5Y | -4.8% | +19.7% | -24.6% | -34.7% |
| All | +119.6% | +48.0% | +71.6% | +2.6% |
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