+3,621.5%
STX vs HIG
+314.4%
+3,307.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.2% |
| 7D | +9.6% | -0.5% | +10.0% | +9.6% |
| 30D | +10.6% | -2.8% | +13.4% | +11.3% |
| 3M | +4.8% | +6.3% | -1.6% | +2.1% |
| 6M | +137.3% | -0.1% | +137.4% | +134.4% |
| YTD | +222.5% | +0.4% | +222.1% | +217.2% |
| 1Y | +366.2% | +6.2% | +360.0% | +347.9% |
| 3Y | +1,352.9% | +101.6% | +1,251.3% | +1,001.6% |
| 5Y | +1,077.4% | +119.8% | +957.6% | +765.1% |
| 10Y | +3,621.5% | +311.7% | +3,309.8% | +1,959.7% |
| All | +3,621.5% | +314.4% | +3,307.1% | +1,959.7% |
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