+55.2%
HYG vs STZ
-11.3%
+66.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -0.7% | -4.5% | +3.8% | -0.2% |
| 30D | -0.7% | -8.6% | +7.9% | +0.3% |
| 3M | -0.2% | -13.8% | +13.6% | +1.5% |
| 6M | +1.4% | -17.2% | +18.6% | +3.5% |
| YTD | +1.5% | -9.4% | +10.8% | +2.1% |
| 1Y | +2.9% | -11.9% | +14.7% | +3.8% |
| 3Y | +25.6% | -49.6% | +75.2% | +36.2% |
| 5Y | +18.6% | -37.2% | +55.7% | +23.4% |
| All | +55.2% | -11.3% | +66.5% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling