+465.1%
STM vs HIG
+261.7%
+203.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | +12.0% | +2.6% | +9.4% | +10.9% |
| 30D | -0.4% | +4.2% | -4.5% | -2.3% |
| 3M | -13.2% | +0.2% | -13.4% | -13.9% |
| 6M | -26.1% | +4.6% | -30.7% | -28.9% |
| YTD | +81.2% | +1.1% | +80.1% | +76.2% |
| 1Y | +98.3% | +4.7% | +93.6% | +89.6% |
| 3Y | +16.7% | +95.5% | -78.7% | -18.4% |
| 5Y | -4.8% | +111.7% | -116.5% | -36.3% |
| All | +465.1% | +261.7% | +203.3% | +202.6% |
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