+5,460.3%
BHP vs STZ
+9,621.1%
-4,160.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -2.9% | -1.9% | -1.0% | -2.4% |
| 30D | +3.4% | -1.9% | +5.3% | +3.7% |
| 3M | +4.1% | -6.2% | +10.3% | +5.2% |
| 6M | +20.6% | -14.0% | +34.6% | +24.1% |
| YTD | +56.1% | -5.1% | +61.2% | +56.3% |
| 1Y | +69.6% | -9.6% | +79.2% | +71.5% |
| 3Y | +78.8% | -47.2% | +126.0% | +103.8% |
| 5Y | +113.1% | -33.6% | +146.6% | +128.3% |
| 10Y | +505.9% | -9.8% | +515.7% | +491.5% |
| All | +5,460.3% | +9,621.1% | -4,160.8% | +2,761.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling