+664.5%
STM vs HIG
+314.4%
+350.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.1% |
| 7D | +1.7% | -0.5% | +2.1% | +1.8% |
| 30D | -5.2% | -2.8% | -2.3% | -4.2% |
| 3M | -29.6% | +6.3% | -36.0% | -32.2% |
| 6M | +54.4% | -0.1% | +54.5% | +52.1% |
| YTD | +99.5% | +0.4% | +99.1% | +95.6% |
| 1Y | +100.8% | +6.2% | +94.5% | +91.0% |
| 3Y | +20.2% | +101.6% | -81.5% | -17.0% |
| 5Y | +21.1% | +119.8% | -98.7% | -20.1% |
| 10Y | +664.5% | +311.7% | +352.8% | +264.2% |
| All | +664.5% | +314.4% | +350.2% | +264.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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