+3,693.0%
STZ vs HIG
+1,002.1%
+2,690.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -1.9% | +0.3% | -2.2% | -2.0% |
| 30D | -1.9% | -3.2% | +1.3% | -1.4% |
| 3M | -6.2% | +9.1% | -15.4% | -7.6% |
| 6M | -14.0% | -1.8% | -12.2% | -13.8% |
| YTD | -5.1% | +1.8% | -6.9% | -5.5% |
| 1Y | -9.6% | +4.6% | -14.1% | -10.4% |
| 3Y | -47.2% | +101.6% | -148.9% | -52.9% |
| 5Y | -33.6% | +124.5% | -158.1% | -42.0% |
| 10Y | -9.8% | +317.8% | -327.6% | -29.5% |
| All | +3,693.0% | +1,002.1% | +2,690.9% | +2,385.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling