+153.0%
HYG vs STZ
+571.9%
-418.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.2% |
| 7D | -0.2% | -6.0% | +5.9% | +0.6% |
| 30D | -0.1% | -8.9% | +8.8% | +1.1% |
| 3M | +0.7% | -12.6% | +13.2% | +2.3% |
| 6M | +1.5% | -17.2% | +18.7% | +3.7% |
| YTD | +1.9% | -10.0% | +12.0% | +2.8% |
| 1Y | +3.7% | -14.3% | +18.0% | +5.1% |
| 3Y | +26.5% | -49.9% | +76.4% | +36.9% |
| 5Y | +19.0% | -38.2% | +57.2% | +24.3% |
| 10Y | +56.5% | -12.0% | +68.5% | +51.1% |
| All | +153.0% | +571.9% | -418.9% | +68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling