+10,374.7%
STX vs HIG
+394.3%
+9,980.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.4% | +10.4% | +10.1% |
| 7D | -1.0% | -0.7% | -0.3% | -0.8% |
| 30D | -26.8% | +5.4% | -32.1% | -27.8% |
| 3M | -32.7% | -0.9% | -31.8% | -32.9% |
| 6M | -33.7% | +4.8% | -38.5% | -35.2% |
| YTD | +101.0% | +0.9% | +100.1% | +97.6% |
| 1Y | +92.7% | +6.5% | +86.2% | +86.9% |
| 3Y | +708.7% | +95.7% | +613.0% | +576.8% |
| 5Y | +504.0% | +107.1% | +396.9% | +398.7% |
| 10Y | +2,108.4% | +262.6% | +1,845.7% | +1,445.9% |
| All | +10,374.7% | +394.3% | +9,980.4% | +4,513.2% |
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