+1,144.9%
STX vs HIG
+122.5%
+1,022.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.0% | +8.4% | +7.0% |
| 7D | +10.7% | -1.1% | +11.8% | +11.0% |
| 30D | +11.3% | -4.9% | +16.2% | +12.7% |
| 3M | +3.2% | +6.8% | -3.6% | +0.2% |
| 6M | +157.0% | -1.7% | +158.7% | +155.7% |
| YTD | +229.2% | -0.2% | +229.4% | +224.4% |
| 1Y | +381.8% | +5.7% | +376.1% | +359.9% |
| 3Y | +1,383.2% | +100.3% | +1,282.9% | +865.3% |
| 5Y | +1,144.9% | +118.5% | +1,026.4% | +659.4% |
| All | +1,144.9% | +122.5% | +1,022.3% | +659.4% |
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