+2.9%
HYG vs STM
+100.2%
-97.3%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | -0.7% | -1.4% | +0.7% | -0.7% |
| 30D | -0.7% | -4.9% | +4.2% | -0.6% |
| 3M | -0.2% | -34.0% | +33.8% | +0.9% |
| 6M | +1.4% | +51.8% | -50.4% | -0.8% |
| YTD | +1.5% | +99.4% | -97.9% | -1.5% |
| 1Y | +2.9% | +99.1% | -96.2% | -0.6% |
| All | +2.9% | +100.2% | -97.3% | -0.6% |
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