+365.4%
STX vs HYG
+4.1%
+361.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.7% |
| 7D | +2.4% | -0.2% | +2.5% | +3.3% |
| 30D | +1.4% | +0.1% | +1.3% | +0.8% |
| 3M | -8.2% | +0.7% | -8.9% | -11.4% |
| 6M | +127.0% | +1.5% | +125.6% | +111.2% |
| YTD | +209.1% | +2.2% | +207.0% | +177.7% |
| 1Y | +365.4% | +3.9% | +361.5% | +286.9% |
| All | +365.4% | +4.1% | +361.3% | +286.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 1y: compounded portfolio wealth divided by compounded HYG 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…
1y analysis · Full analysis span regression · 6 months rolling