+1,835.4%
STX vs USHY
+48.0%
+1,787.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -2.9% |
| 7D | +14.6% | -0.4% | +15.0% | +15.7% |
| 30D | -26.0% | +0.6% | -26.6% | -26.7% |
| 3M | -42.6% | -2.0% | -40.6% | -40.1% |
| 6M | -35.3% | -0.5% | -34.7% | -34.3% |
| YTD | +92.5% | +0.6% | +91.9% | +92.2% |
| 1Y | +102.4% | +2.1% | +100.3% | +96.3% |
| 3Y | +673.8% | +25.3% | +648.5% | +418.6% |
| 5Y | +463.1% | +19.7% | +443.3% | +318.4% |
| All | +1,835.4% | +48.0% | +1,787.5% | +904.3% |
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 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