+2,584.8%
STT vs HIG
+995.0%
+1,589.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.3% |
| 7D | +4.8% | +2.6% | +2.2% | +3.7% |
| 30D | +3.9% | +4.2% | -0.3% | +2.2% |
| 3M | -8.2% | +0.2% | -8.4% | -8.4% |
| 6M | +15.6% | +4.6% | +11.0% | +12.9% |
| YTD | +37.6% | +1.1% | +36.5% | +36.0% |
| 1Y | +50.1% | +4.7% | +45.4% | +46.2% |
| 3Y | +183.1% | +95.5% | +87.6% | +116.1% |
| 5Y | +104.8% | +111.7% | -6.8% | +53.4% |
| 10Y | +201.9% | +263.4% | -61.5% | +81.9% |
| All | +2,584.8% | +995.0% | +1,589.9% | +550.3% |
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