+2,891.1%
STT vs HIG
+1,002.1%
+1,889.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.6% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | +3.9% | -3.2% | +7.1% | +5.1% |
| 3M | +20.0% | +9.1% | +10.8% | +15.5% |
| 6M | +55.3% | -1.8% | +57.1% | +55.6% |
| YTD | +53.3% | +1.8% | +51.6% | +51.4% |
| 1Y | +74.7% | +4.6% | +70.1% | +70.5% |
| 3Y | +205.8% | +101.6% | +104.2% | +131.2% |
| 5Y | +145.0% | +124.5% | +20.5% | +80.0% |
| 10Y | +266.0% | +317.8% | -51.8% | +110.4% |
| All | +2,891.1% | +1,002.1% | +1,889.0% | +624.2% |
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