+562.2%
STZ vs XHB
+177.0%
+385.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.8% |
| 7D | +11.8% | +2.5% | +9.2% | +10.7% |
| 30D | +26.0% | +6.7% | +19.3% | +22.6% |
| 3M | +11.5% | -5.8% | +17.4% | +14.1% |
| 6M | -2.0% | +1.7% | -3.7% | -3.3% |
| YTD | +7.9% | +1.9% | +6.0% | +5.7% |
| 1Y | +13.9% | +0.9% | +13.0% | +11.9% |
| 3Y | -35.8% | +37.6% | -73.4% | -45.9% |
| 5Y | -28.4% | +35.7% | -64.2% | -41.0% |
| 10Y | +7.1% | +262.3% | -255.3% | -43.9% |
| All | +562.2% | +177.0% | +385.1% | +195.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling