+8,332.1%
STX vs HYG
+153.0%
+8,179.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.9% | -1.8% |
| 7D | +9.6% | -0.2% | +9.7% | +9.8% |
| 30D | +10.6% | -0.1% | +10.7% | +10.7% |
| 3M | +4.8% | +0.7% | +4.1% | +3.8% |
| 6M | +137.3% | +1.5% | +135.7% | +133.0% |
| YTD | +222.5% | +1.9% | +220.5% | +215.4% |
| 1Y | +366.2% | +3.7% | +362.5% | +345.2% |
| 3Y | +1,352.9% | +26.5% | +1,326.4% | +954.8% |
| 5Y | +1,077.4% | +19.0% | +1,058.5% | +849.3% |
| 10Y | +3,621.5% | +56.5% | +3,565.0% | +2,036.2% |
| All | +8,332.1% | +153.0% | +8,179.1% | +2,424.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling