+110.1%
STM vs USHY
+47.7%
+62.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +1.4% |
| 7D | -7.9% | +0.3% | -8.2% | -8.7% |
| 30D | -14.1% | -0.1% | -14.0% | -13.6% |
| 3M | -17.6% | -1.9% | -15.8% | -12.8% |
| 6M | -24.2% | -1.0% | -23.2% | -21.1% |
| YTD | +73.3% | +0.4% | +72.9% | +75.0% |
| 1Y | +90.1% | +1.4% | +88.7% | +86.7% |
| 3Y | +10.3% | +24.9% | -14.6% | -35.5% |
| 5Y | -5.7% | +19.3% | -25.0% | -34.7% |
| All | +110.1% | +47.7% | +62.4% | -1.4% |
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