-21.4%
STZ vs USHY
+46.9%
-68.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +4.9% | -0.3% | +5.2% | +5.3% |
| 30D | +20.9% | 0.0% | +20.8% | +20.7% |
| 3M | +8.0% | -2.4% | +10.4% | +11.7% |
| 6M | -5.3% | -1.6% | -3.7% | -3.2% |
| YTD | +5.9% | -0.2% | +6.1% | +6.0% |
| 1Y | +14.2% | +1.2% | +13.0% | +12.1% |
| 3Y | -37.0% | +24.1% | -61.1% | -53.4% |
| 5Y | -29.7% | +18.1% | -47.8% | -43.0% |
| All | -21.4% | +46.9% | -68.3% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling