-25.9%
STRL vs USHY
+1.9%
-27.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +0.7% | -22.1% | -26.3% |
| 7D | -27.1% | -0.2% | -26.9% | -26.3% |
| 30D | -45.8% | +0.7% | -46.5% | -48.9% |
| 3M | -47.6% | -2.2% | -45.4% | -36.3% |
| 6M | -46.4% | -0.9% | -45.6% | -42.0% |
| YTD | -7.4% | +0.2% | -7.5% | -7.9% |
| 1Y | -25.9% | +1.7% | -27.6% | -42.3% |
| All | -25.9% | +1.9% | -27.7% | -42.3% |
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