+1,048.0%
STX vs HYG
+18.4%
+1,029.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -2.3% | -0.7% | -1.5% | -0.6% |
| 30D | -5.5% | -0.7% | -4.7% | -3.9% |
| 3M | -4.3% | -0.2% | -4.1% | -3.9% |
| 6M | +115.6% | +1.4% | +114.2% | +110.1% |
| YTD | +202.2% | +1.5% | +200.7% | +195.1% |
| 1Y | +325.3% | +2.9% | +322.4% | +303.7% |
| 3Y | +1,283.9% | +25.6% | +1,258.3% | +805.0% |
| All | +1,048.0% | +18.4% | +1,029.6% | +822.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling