+105.1%
STT vs HIG
+107.2%
-2.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | +5.1% | -0.1% | +5.3% | +5.2% |
| 30D | -0.2% | +4.4% | -4.6% | -3.4% |
| 3M | -8.1% | 0.0% | -8.2% | -8.6% |
| 6M | +16.6% | +3.8% | +12.9% | +11.9% |
| YTD | +37.8% | +0.7% | +37.1% | +34.6% |
| 1Y | +46.8% | +5.0% | +41.8% | +38.5% |
| 3Y | +181.2% | +95.3% | +85.8% | +50.1% |
| 5Y | +105.1% | +110.8% | -5.6% | +1.1% |
| All | +105.1% | +107.2% | -2.0% | +1.1% |
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 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