+53.3%
BHP vs STZ
+15.1%
+38.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.1% | +1.1% |
| 7D | +2.4% | -0.9% | +3.3% | +2.3% |
| 30D | -5.4% | +14.9% | -20.3% | -4.7% |
| 3M | -6.9% | +8.4% | -15.3% | -6.0% |
| 6M | -4.3% | +2.8% | -7.1% | -3.0% |
| YTD | +41.6% | +7.5% | +34.1% | +38.7% |
| 1Y | +53.3% | +12.5% | +40.8% | +48.6% |
| All | +53.3% | +15.1% | +38.2% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling