+11.8%
STZ vs HIG
+268.2%
-256.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.8% |
| 7D | -0.9% | -0.7% | -0.3% | -0.7% |
| 30D | +14.9% | +5.4% | +9.6% | +13.0% |
| 3M | +8.4% | -0.9% | +9.4% | +8.9% |
| 6M | +2.8% | +4.8% | -2.0% | +1.1% |
| YTD | +7.5% | +0.9% | +6.6% | +7.0% |
| 1Y | +12.5% | +6.5% | +6.1% | +9.8% |
| 3Y | -35.4% | +95.7% | -131.2% | -49.3% |
| 5Y | -29.3% | +107.1% | -136.4% | -46.3% |
| 10Y | +11.8% | +262.6% | -250.8% | -25.6% |
| All | +11.8% | +268.2% | -256.4% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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