-32.8%
STZ vs HIG
+124.5%
-157.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -1.9% | +0.3% | -2.2% | -2.0% |
| 30D | -1.9% | -3.2% | +1.3% | -0.8% |
| 3M | -6.2% | +9.1% | -15.4% | -9.1% |
| 6M | -14.0% | -1.8% | -12.2% | -13.7% |
| YTD | -5.1% | +1.8% | -6.9% | -6.0% |
| 1Y | -9.6% | +4.6% | -14.1% | -11.3% |
| 3Y | -47.2% | +101.6% | -148.9% | -58.7% |
| All | -32.8% | +124.5% | -157.2% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling