+138.6%
HYG vs STLA
+246.1%
-107.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | 0.0% |
| 7D | -0.2% | +0.4% | -0.5% | -0.2% |
| 30D | -0.1% | -5.2% | +5.1% | +0.2% |
| 3M | +0.7% | -24.9% | +25.5% | +2.7% |
| 6M | +1.5% | -25.2% | +26.7% | +3.4% |
| YTD | +1.9% | -51.4% | +53.4% | +6.9% |
| 1Y | +3.7% | -40.7% | +44.4% | +6.7% |
| 3Y | +26.5% | -66.3% | +92.7% | +34.3% |
| 5Y | +19.0% | -63.2% | +82.2% | +24.1% |
| 10Y | +56.5% | +48.7% | +7.8% | +47.0% |
| All | +138.6% | +246.1% | -107.5% | +118.6% |
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