+4,946.2%
BHP vs STZ
+10,917.0%
-5,970.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.1% | +1.4% |
| 7D | +2.4% | -0.9% | +3.3% | +2.6% |
| 30D | -5.4% | +14.9% | -20.3% | -8.7% |
| 3M | -6.9% | +8.4% | -15.3% | -9.1% |
| 6M | -4.3% | +2.8% | -7.1% | -5.9% |
| YTD | +41.6% | +7.5% | +34.1% | +37.1% |
| 1Y | +53.3% | +12.5% | +40.8% | +46.6% |
| 3Y | +58.4% | -35.4% | +93.8% | +71.3% |
| 5Y | +121.3% | -29.3% | +150.6% | +132.6% |
| 10Y | +349.0% | +11.8% | +337.2% | +315.8% |
| All | +4,946.2% | +10,917.0% | -5,970.8% | +2,408.9% |
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 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