-34.8%
STZ vs HIG
+97.9%
-132.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.8% |
| 7D | +5.3% | +2.1% | +3.2% | +4.5% |
| 30D | +19.6% | +6.7% | +12.9% | +16.9% |
| 3M | +10.0% | -1.9% | +11.9% | +10.7% |
| 6M | -0.3% | +5.3% | -5.6% | -2.1% |
| YTD | +8.6% | +1.3% | +7.2% | +7.7% |
| 1Y | +16.6% | +7.2% | +9.4% | +13.4% |
| 3Y | -34.8% | +96.6% | -131.4% | -44.6% |
| All | -34.8% | +97.9% | -132.7% | -44.6% |
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 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