+145.1%
STM vs USHY
+50.7%
+94.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +2.0% |
| 7D | +5.8% | -0.1% | +5.9% | +6.2% |
| 30D | -1.0% | +0.1% | -1.1% | -1.2% |
| 3M | -33.3% | +0.8% | -34.1% | -34.3% |
| 6M | +57.4% | +1.7% | +55.6% | +52.2% |
| YTD | +102.2% | +2.5% | +99.7% | +92.0% |
| 1Y | +99.6% | +4.4% | +95.2% | +80.4% |
| 3Y | +14.5% | +27.4% | -12.9% | -36.7% |
| 5Y | +21.4% | +21.7% | -0.4% | -20.7% |
| All | +145.1% | +50.7% | +94.3% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling