+25.5%
USHY vs STLA
-76.9%
+102.3%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.1% | +5.7% | -0.1% |
| 7D | -0.3% | -13.1% | +12.8% | +0.3% |
| 30D | +0.3% | -13.3% | +13.5% | +0.9% |
| 3M | -1.7% | -27.9% | +26.1% | -0.4% |
| 6M | -0.4% | -47.8% | +47.4% | +2.5% |
| YTD | +0.7% | -64.6% | +65.3% | +5.4% |
| 1Y | +1.8% | -64.0% | +65.8% | +6.3% |
| All | +25.5% | -76.9% | +102.3% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling