-37.0%
STZ vs HIG
+89.3%
-126.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -0.9% |
| 7D | +4.9% | +1.1% | +3.9% | +4.6% |
| 30D | +20.9% | +5.6% | +15.3% | +18.8% |
| 3M | +8.0% | -6.9% | +14.9% | +10.7% |
| 6M | -5.3% | +1.3% | -6.6% | -5.7% |
| YTD | +5.9% | -1.5% | +7.4% | +6.3% |
| 1Y | +14.2% | +6.6% | +7.6% | +11.5% |
| 3Y | -37.0% | +91.2% | -128.2% | -45.8% |
| All | -37.0% | +89.3% | -126.3% | -45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling