+4,211.8%
STZ vs HIG
+991.9%
+3,219.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +11.8% | +3.8% | +8.0% | +11.2% |
| 30D | +26.0% | +8.1% | +17.8% | +24.5% |
| 3M | +11.5% | -4.1% | +15.7% | +12.3% |
| 6M | -2.0% | +3.1% | -5.1% | -2.4% |
| YTD | +7.9% | +0.8% | +7.0% | +7.7% |
| 1Y | +13.9% | +8.8% | +5.1% | +12.3% |
| 3Y | -35.8% | +95.2% | -131.0% | -42.4% |
| 5Y | -28.4% | +110.8% | -139.3% | -36.8% |
| 10Y | +7.1% | +292.6% | -285.5% | -15.6% |
| All | +4,211.8% | +991.9% | +3,219.9% | +2,731.2% |
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