+264.3%
STT vs HIG
+313.7%
-49.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.3% |
| 7D | -0.4% | -1.5% | +1.0% | +0.5% |
| 30D | +1.7% | -0.4% | +2.1% | +1.9% |
| 3M | +17.9% | +6.7% | +11.2% | +12.4% |
| 6M | +55.3% | +2.0% | +53.3% | +51.9% |
| YTD | +52.7% | +0.3% | +52.4% | +50.6% |
| 1Y | +75.7% | +4.2% | +71.5% | +68.5% |
| 3Y | +197.9% | +102.2% | +95.7% | +83.2% |
| 5Y | +158.8% | +118.5% | +40.3% | +52.9% |
| All | +264.3% | +313.7% | -49.4% | +44.0% |
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