+19.9%
USHY vs STLA
-74.2%
+94.0%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.1% | +5.7% | +0.1% |
| 7D | -0.3% | -13.1% | +12.8% | +0.8% |
| 30D | +0.3% | -13.3% | +13.5% | +1.3% |
| 3M | -1.7% | -27.9% | +26.1% | +0.6% |
| 6M | -0.4% | -47.8% | +47.4% | +4.6% |
| YTD | +0.7% | -64.6% | +65.3% | +8.9% |
| 1Y | +1.8% | -64.0% | +65.8% | +9.7% |
| 3Y | +25.3% | -76.8% | +102.2% | +39.3% |
| 5Y | +19.9% | -74.2% | +94.0% | +25.7% |
| All | +19.9% | -74.2% | +94.0% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling