+126.6%
BHP vs STZ
-38.0%
+164.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +0.9% | -6.0% | +6.9% | +2.3% |
| 30D | +4.0% | -8.9% | +12.9% | +6.1% |
| 3M | +11.3% | -12.6% | +23.8% | +14.3% |
| 6M | +29.3% | -17.2% | +46.5% | +34.3% |
| YTD | +59.2% | -10.0% | +69.2% | +60.3% |
| 1Y | +80.8% | -14.3% | +95.1% | +84.4% |
| 3Y | +88.0% | -49.9% | +137.9% | +122.3% |
| 5Y | +126.6% | -38.2% | +164.9% | +140.9% |
| All | +126.6% | -38.0% | +164.6% | +140.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling