+18.6%
HYG vs STT
+153.4%
-134.8%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | -0.7% | -1.4% | +0.6% | -0.6% |
| 30D | -0.6% | +2.2% | -2.8% | -0.9% |
| 3M | +0.4% | +18.8% | -18.4% | -2.0% |
| 6M | +1.2% | +57.9% | -56.7% | -5.1% |
| YTD | +1.5% | +51.0% | -49.5% | -4.4% |
| 1Y | +3.2% | +77.1% | -74.0% | -5.1% |
| 3Y | +25.9% | +199.8% | -173.9% | +6.1% |
| 5Y | +18.6% | +156.0% | -137.4% | -1.1% |
| All | +18.6% | +153.4% | -134.8% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 5y: compounded portfolio wealth divided by compounded STT 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…
5y analysis · Full analysis span regression · 6 months rolling