+1.6%
HYG vs STM
+92.4%
-90.8%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.1% | +6.8% | +0.9% |
| 7D | -0.1% | -6.0% | +5.9% | +0.1% |
| 30D | +0.7% | -20.9% | +21.6% | +1.3% |
| 3M | -2.0% | -15.8% | +13.7% | -1.6% |
| 6M | -0.9% | -17.0% | +16.2% | -1.0% |
| YTD | +0.1% | +76.8% | -76.7% | -3.0% |
| 1Y | +1.6% | +96.5% | -94.9% | -1.9% |
| All | +1.6% | +92.4% | -90.8% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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