+48.0%
USHY vs STLA
-58.7%
+106.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -0.4% | -13.8% | +13.3% | +1.0% |
| 30D | +0.6% | -10.5% | +11.1% | +1.5% |
| 3M | -2.0% | -28.9% | +26.9% | +0.9% |
| 6M | -0.5% | -49.7% | +49.2% | +5.8% |
| YTD | +0.6% | -64.9% | +65.5% | +10.3% |
| 1Y | +2.1% | -64.0% | +66.2% | +11.5% |
| 3Y | +25.3% | -77.4% | +102.7% | +41.5% |
| 5Y | +19.7% | -74.4% | +94.2% | +30.6% |
| All | +48.0% | -58.7% | +106.7% | +42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling