-35.8%
STZ vs XHB
+38.1%
-73.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.4% |
| 7D | +11.8% | +2.5% | +9.2% | +10.9% |
| 30D | +26.0% | +6.7% | +19.3% | +23.4% |
| 3M | +11.5% | -5.8% | +17.4% | +13.4% |
| 6M | -2.0% | +1.7% | -3.7% | -3.0% |
| YTD | +7.9% | +1.9% | +6.0% | +6.2% |
| 1Y | +13.9% | +0.9% | +13.0% | +12.4% |
| All | -35.8% | +38.1% | -73.9% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling