-32.8%
STZ vs XHB
+37.5%
-70.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | -1.9% | -1.3% | -0.6% | -1.6% |
| 30D | -1.9% | -6.9% | +5.0% | +0.2% |
| 3M | -6.2% | -1.3% | -5.0% | -6.2% |
| 6M | -14.0% | -6.8% | -7.2% | -12.6% |
| YTD | -5.1% | +0.7% | -5.8% | -6.1% |
| 1Y | -9.6% | -11.2% | +1.7% | -7.0% |
| 3Y | -47.2% | +25.3% | -72.6% | -52.0% |
| All | -32.8% | +37.5% | -70.3% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling