-0.2%
STZ vs BAH
+14.8%
-15.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.5% | +3.9% | +5.0% |
| 7D | +13.0% | +5.8% | +7.2% | +11.5% |
| 30D | +29.4% | +28.7% | +0.7% | +22.0% |
| 3M | +11.6% | +20.9% | -9.3% | +6.7% |
| 6M | -0.2% | +15.2% | -15.4% | -5.0% |
| All | -0.2% | +14.8% | -15.0% | -5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling