+444.1%
STM vs HIG
+268.7%
+175.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.5% |
| 7D | -7.9% | +2.1% | -10.0% | -8.7% |
| 30D | -14.1% | +6.7% | -20.9% | -16.6% |
| 3M | -17.6% | -1.9% | -15.7% | -17.5% |
| 6M | -24.2% | +5.3% | -29.6% | -27.3% |
| YTD | +73.3% | +1.3% | +72.0% | +68.4% |
| 1Y | +90.1% | +7.2% | +82.9% | +79.8% |
| 3Y | +10.3% | +96.6% | -86.3% | -23.0% |
| 5Y | -5.7% | +110.0% | -115.7% | -36.7% |
| 10Y | +444.1% | +268.4% | +175.7% | +191.4% |
| All | +444.1% | +268.7% | +175.4% | +191.4% |
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