+153.4%
HYG vs STT
+336.7%
-183.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.1% |
| 7D | 0.0% | +2.2% | -2.2% | -0.2% |
| 30D | -0.1% | +3.9% | -4.0% | -0.5% |
| 3M | +1.0% | +19.2% | -18.2% | -1.2% |
| 6M | +2.3% | +60.4% | -58.1% | -3.3% |
| YTD | +2.1% | +51.5% | -49.3% | -3.0% |
| 1Y | +3.8% | +76.3% | -72.5% | -3.2% |
| 3Y | +26.7% | +200.7% | -174.1% | +10.3% |
| 5Y | +19.3% | +157.5% | -138.2% | +4.4% |
| 10Y | +55.3% | +262.0% | -206.7% | +26.8% |
| All | +153.4% | +336.7% | -183.3% | +80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling