+55.2%
HYG vs STLA
+55.1%
+0.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.2% |
| 7D | -0.7% | -2.9% | +2.2% | -0.4% |
| 30D | -0.7% | +0.9% | -1.7% | -0.9% |
| 3M | -0.2% | -21.6% | +21.4% | +2.0% |
| 6M | +1.4% | -21.6% | +23.1% | +3.4% |
| YTD | +1.5% | -50.4% | +51.9% | +7.8% |
| 1Y | +2.9% | -43.6% | +46.5% | +7.4% |
| 3Y | +25.6% | -66.4% | +92.1% | +36.5% |
| 5Y | +18.6% | -62.3% | +80.9% | +24.8% |
| All | +55.2% | +55.1% | +0.1% | +41.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling