+332.2%
BHP vs STZ
+13.4%
+318.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | -0.5% | +2.6% | -3.1% | -1.3% |
| 30D | -4.5% | +15.2% | -19.7% | -9.0% |
| 3M | -6.9% | +7.6% | -14.5% | -9.7% |
| 6M | -10.6% | +5.3% | -15.8% | -13.1% |
| YTD | +37.2% | +8.6% | +28.6% | +30.4% |
| 1Y | +48.0% | +15.6% | +32.5% | +37.3% |
| 3Y | +52.6% | -35.2% | +87.7% | +71.7% |
| 5Y | +116.5% | -29.1% | +145.6% | +131.9% |
| All | +332.2% | +13.4% | +318.8% | +315.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling