+98.8%
STM vs USHY
+3.5%
+95.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | +2.1% |
| 7D | -1.1% | -0.7% | -0.3% | +4.6% |
| 30D | -7.8% | -0.5% | -7.3% | -4.1% |
| 3M | -28.2% | +0.5% | -28.7% | -29.8% |
| 6M | +52.0% | +1.5% | +50.5% | +41.5% |
| YTD | +96.4% | +1.7% | +94.6% | +81.6% |
| 1Y | +98.8% | +3.5% | +95.3% | +65.8% |
| All | +98.8% | +3.5% | +95.3% | +65.8% |
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