+153.5%
HYG vs STM
+331.6%
-178.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -1.9% | -0.3% |
| 7D | -0.2% | +5.8% | -6.0% | -0.8% |
| 30D | +0.1% | -1.0% | +1.1% | +0.1% |
| 3M | +0.7% | -33.3% | +33.9% | +4.4% |
| 6M | +1.5% | +57.4% | -55.9% | -5.3% |
| YTD | +2.2% | +102.2% | -100.0% | -7.7% |
| 1Y | +3.9% | +99.6% | -95.7% | -6.4% |
| 3Y | +26.0% | +14.5% | +11.5% | +18.7% |
| 5Y | +19.2% | +21.4% | -2.2% | +9.3% |
| 10Y | +54.8% | +695.0% | -640.1% | +5.4% |
| All | +153.5% | +331.6% | -178.0% | +55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling