-33.6%
STZ vs USHY
+50.7%
-84.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | -7.4% | 0.0% | -7.4% | -7.4% |
| 30D | -10.9% | 0.0% | -10.9% | -10.8% |
| 3M | -13.4% | +1.2% | -14.6% | -14.8% |
| 6M | -16.2% | +2.6% | -18.8% | -19.2% |
| YTD | -10.4% | +2.4% | -12.9% | -13.5% |
| 1Y | -14.8% | +4.2% | -19.0% | -19.7% |
| 3Y | -50.1% | +28.0% | -78.2% | -64.7% |
| 5Y | -38.8% | +21.8% | -60.6% | -52.6% |
| All | -33.6% | +50.7% | -84.3% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling