+1,292.4%
STM vs HIG
+967.2%
+325.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.3% | +6.7% | +5.0% |
| 7D | -10.7% | +1.1% | -11.8% | -11.0% |
| 30D | -25.7% | +5.6% | -31.3% | -27.0% |
| 3M | -21.6% | -6.9% | -14.7% | -20.5% |
| 6M | -27.8% | +1.3% | -29.1% | -28.9% |
| YTD | +61.8% | -1.5% | +63.2% | +60.1% |
| 1Y | +78.1% | +6.6% | +71.5% | +72.4% |
| 3Y | +4.9% | +91.2% | -86.3% | -13.9% |
| 5Y | -14.3% | +106.1% | -120.3% | -31.0% |
| 10Y | +414.1% | +283.7% | +130.4% | +242.9% |
| All | +1,292.4% | +967.2% | +325.2% | +323.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling