+25.7%
HYG vs STLA
-66.9%
+92.6%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.7% | -3.8% | +3.1% | -0.6% |
| 30D | -0.6% | -3.1% | +2.5% | -0.5% |
| 3M | +0.4% | -19.6% | +20.1% | +1.4% |
| 6M | +1.2% | -23.5% | +24.7% | +2.4% |
| YTD | +1.5% | -51.5% | +53.0% | +4.9% |
| 1Y | +3.2% | -39.7% | +42.8% | +4.9% |
| All | +25.7% | -66.9% | +92.6% | +30.2% |
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