+49.7%
USHY vs STLA
-42.9%
+92.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -0.7% | -3.8% | +3.1% | -0.4% |
| 30D | -0.5% | -3.1% | +2.6% | -0.3% |
| 3M | +0.5% | -19.6% | +20.2% | +2.5% |
| 6M | +1.5% | -23.5% | +25.0% | +3.7% |
| YTD | +1.7% | -51.5% | +53.3% | +8.4% |
| 1Y | +3.5% | -39.7% | +43.2% | +7.2% |
| 3Y | +27.2% | -66.3% | +93.5% | +38.1% |
| 5Y | +21.0% | -63.1% | +84.1% | +27.5% |
| All | +49.7% | -42.9% | +92.6% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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