+27.6%
USHY vs STLA
-66.8%
+94.4%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | -0.1% |
| 7D | -0.1% | +0.4% | -0.5% | -0.2% |
| 30D | 0.0% | -5.2% | +5.1% | +0.2% |
| 3M | +0.8% | -24.9% | +25.7% | +2.2% |
| 6M | +1.9% | -25.2% | +27.1% | +3.2% |
| YTD | +2.3% | -51.4% | +53.7% | +5.6% |
| 1Y | +4.1% | -40.7% | +44.8% | +5.9% |
| All | +27.6% | -66.8% | +94.4% | +31.7% |
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