-29.6%
STZ vs USHY
+50.7%
-80.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.9% | -0.1% | -1.8% | -1.7% |
| 30D | -1.9% | +0.1% | -2.0% | -2.0% |
| 3M | -6.2% | +0.8% | -7.1% | -7.3% |
| 6M | -14.0% | +1.7% | -15.7% | -16.1% |
| YTD | -5.1% | +2.5% | -7.6% | -8.4% |
| 1Y | -9.6% | +4.4% | -14.0% | -15.0% |
| 3Y | -47.2% | +27.4% | -74.6% | -62.4% |
| 5Y | -33.6% | +21.7% | -55.3% | -48.5% |
| All | -29.6% | +50.7% | -80.3% | -61.4% |
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