+16.3%
STZ vs BAH
+198.8%
-182.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +2.6% | +1.7% | +0.9% | +2.2% |
| 30D | +15.2% | +20.8% | -5.6% | +10.3% |
| 3M | +7.6% | +11.6% | -3.9% | +4.8% |
| 6M | +5.3% | +23.1% | -17.8% | -0.3% |
| YTD | +8.6% | +5.3% | +3.4% | +5.3% |
| 1Y | +15.6% | +6.1% | +9.4% | +11.6% |
| 3Y | -35.2% | -27.5% | -7.7% | -34.0% |
| 5Y | -29.1% | +6.2% | -35.3% | -37.7% |
| All | +16.3% | +198.8% | -182.4% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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