+3,056.7%
STX vs USHY
+49.7%
+3,007.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -1.6% |
| 7D | +8.0% | -0.7% | +8.7% | +9.7% |
| 30D | +5.1% | -0.5% | +5.6% | +6.3% |
| 3M | +5.8% | +0.5% | +5.2% | +4.7% |
| 6M | +124.9% | +1.5% | +123.4% | +119.6% |
| YTD | +213.9% | +1.7% | +212.2% | +205.7% |
| 1Y | +350.4% | +3.5% | +346.8% | +324.6% |
| 3Y | +1,314.2% | +27.2% | +1,287.1% | +818.7% |
| 5Y | +1,092.8% | +21.0% | +1,071.8% | +766.2% |
| All | +3,056.7% | +49.7% | +3,007.0% | +1,497.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling