+21.1%
STM vs USHY
+27.8%
-6.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.4% |
| 7D | +5.2% | 0.0% | +5.2% | +5.1% |
| 30D | -7.4% | 0.0% | -7.3% | -7.3% |
| 3M | -30.6% | +1.2% | -31.8% | -33.8% |
| 6M | +66.4% | +2.6% | +63.8% | +50.4% |
| YTD | +101.1% | +2.4% | +98.7% | +83.9% |
| 1Y | +97.4% | +4.2% | +93.1% | +67.6% |
| 3Y | +21.1% | +28.0% | -6.9% | -44.5% |
| All | +21.1% | +27.8% | -6.7% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling