-32.8%
STZ vs BAH
-3.4%
-29.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | -1.9% | -3.2% | +1.3% | -1.5% |
| 30D | -1.9% | +2.0% | -3.9% | -2.1% |
| 3M | -6.2% | -7.6% | +1.4% | -5.5% |
| 6M | -14.0% | -5.7% | -8.3% | -13.8% |
| YTD | -5.1% | -11.7% | +6.6% | -4.7% |
| 1Y | -9.6% | -27.4% | +17.8% | -6.5% |
| 3Y | -47.2% | -32.5% | -14.7% | -47.5% |
| All | -32.8% | -3.4% | -29.3% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling