+200.7%
STT vs HIG
+99.1%
+101.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -0.3% |
| 7D | +2.2% | -1.1% | +3.2% | +2.7% |
| 30D | +3.9% | -4.9% | +8.8% | +6.2% |
| 3M | +19.2% | +6.8% | +12.4% | +14.6% |
| 6M | +60.4% | -1.7% | +62.1% | +60.5% |
| YTD | +51.5% | -0.2% | +51.7% | +50.1% |
| 1Y | +76.3% | +5.7% | +70.6% | +69.0% |
| 3Y | +200.7% | +100.3% | +100.5% | +102.1% |
| All | +200.7% | +99.1% | +101.7% | +102.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling