+1.6%
HYG vs STLA
-53.0%
+54.6%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | +0.6% |
| 7D | -0.1% | -0.6% | +0.6% | -0.1% |
| 30D | +0.7% | +3.6% | -2.9% | +0.6% |
| 3M | -2.0% | -20.6% | +18.6% | -1.5% |
| 6M | -0.9% | -34.3% | +33.4% | 0.0% |
| YTD | +0.1% | -57.3% | +57.4% | +1.4% |
| 1Y | +1.6% | -52.6% | +54.3% | +2.5% |
| All | +1.6% | -53.0% | +54.6% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling