+22.5%
STM vs HIG
+122.5%
-100.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | +0.1% |
| 7D | +5.2% | -1.1% | +6.3% | +5.6% |
| 30D | -7.4% | -4.9% | -2.5% | -5.9% |
| 3M | -30.6% | +6.8% | -37.4% | -33.1% |
| 6M | +66.4% | -1.7% | +68.1% | +65.6% |
| YTD | +101.1% | -0.2% | +101.4% | +98.3% |
| 1Y | +97.4% | +5.7% | +91.7% | +88.4% |
| 3Y | +21.1% | +100.3% | -79.2% | -22.5% |
| 5Y | +22.5% | +118.5% | -96.0% | -27.2% |
| All | +22.5% | +122.5% | -100.1% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling