+55.2%
HYG vs STM
+672.2%
-617.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | -0.7% | -1.4% | +0.7% | -0.6% |
| 30D | -0.7% | -4.9% | +4.2% | -0.3% |
| 3M | -0.2% | -34.0% | +33.8% | +3.1% |
| 6M | +1.4% | +51.8% | -50.4% | -4.1% |
| YTD | +1.5% | +99.4% | -97.9% | -6.9% |
| 1Y | +2.9% | +99.1% | -96.2% | -5.9% |
| 3Y | +25.6% | +19.5% | +6.2% | +19.0% |
| 5Y | +18.6% | +19.5% | -0.9% | +10.2% |
| All | +55.2% | +672.2% | -617.0% | +19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling