-19.4%
STZ vs USHY
+48.2%
-67.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.1% |
| 7D | +3.4% | +0.8% | +2.7% | +2.4% |
| 30D | +19.6% | +0.2% | +19.4% | +19.1% |
| 3M | +8.0% | -1.7% | +9.7% | +10.5% |
| 6M | -0.3% | -0.6% | +0.4% | +0.6% |
| YTD | +8.6% | +0.8% | +7.8% | +7.2% |
| 1Y | +17.3% | +2.1% | +15.2% | +13.8% |
| 3Y | -34.7% | +26.0% | -60.6% | -52.7% |
| 5Y | -27.6% | +19.2% | -46.8% | -42.1% |
| All | -19.4% | +48.2% | -67.7% | -54.9% |
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