+16,011.1%
STX vs HIG
+398.6%
+15,612.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +6.6% |
| 7D | +2.4% | +0.3% | +2.0% | +2.2% |
| 30D | +1.4% | -3.2% | +4.6% | +2.0% |
| 3M | -8.2% | +9.1% | -17.4% | -10.6% |
| 6M | +127.0% | -1.8% | +128.8% | +125.9% |
| YTD | +209.1% | +1.8% | +207.4% | +204.6% |
| 1Y | +365.4% | +4.6% | +360.9% | +354.4% |
| 3Y | +1,135.4% | +101.6% | +1,033.7% | +930.5% |
| 5Y | +991.5% | +124.5% | +867.0% | +788.5% |
| 10Y | +3,695.8% | +317.8% | +3,378.0% | +2,488.6% |
| All | +16,011.1% | +398.6% | +15,612.5% | +7,010.9% |
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