-29.8%
STZ vs USHY
+19.5%
-49.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | +2.6% | -0.4% | +3.0% | +3.0% |
| 30D | +15.2% | +0.6% | +14.6% | +14.5% |
| 3M | +7.6% | -2.0% | +9.6% | +9.7% |
| 6M | +5.3% | -0.5% | +5.8% | +5.8% |
| YTD | +8.6% | +0.6% | +8.0% | +8.0% |
| 1Y | +15.6% | +2.1% | +13.4% | +13.3% |
| 3Y | -35.2% | +25.3% | -60.5% | -46.3% |
| All | -29.8% | +19.5% | -49.4% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling