+1,048.0%
STX vs USHY
+20.9%
+1,027.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.8% | -3.8% |
| 7D | -2.3% | -0.7% | -1.6% | -0.6% |
| 30D | -5.5% | -0.7% | -4.8% | -3.9% |
| 3M | -4.3% | +0.1% | -4.4% | -4.4% |
| 6M | +115.6% | +1.8% | +113.8% | +108.4% |
| YTD | +202.2% | +1.8% | +200.4% | +192.9% |
| 1Y | +325.3% | +3.3% | +322.0% | +300.1% |
| 3Y | +1,283.9% | +27.0% | +1,256.9% | +781.2% |
| All | +1,048.0% | +20.9% | +1,027.1% | +803.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling