+15.9%
STZ vs XHB
+5.8%
+10.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.4% | -0.1% | +3.7% |
| 7D | +13.0% | +9.7% | +3.2% | +10.0% |
| 30D | +29.4% | +11.7% | +17.8% | +25.3% |
| 3M | +11.6% | -1.4% | +12.9% | +11.6% |
| 6M | -0.2% | +6.8% | -7.0% | -2.5% |
| YTD | +8.6% | +5.5% | +3.1% | +4.5% |
| 1Y | +15.9% | +5.1% | +10.8% | +12.1% |
| All | +15.9% | +5.8% | +10.1% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling