-4.5%
HAL vs STZ
-50.3%
+45.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | +0.5% |
| 7D | +0.5% | -7.4% | +7.9% | +2.2% |
| 30D | +15.9% | -10.9% | +26.8% | +18.8% |
| 3M | -8.7% | -13.4% | +4.7% | -5.9% |
| 6M | +9.0% | -16.2% | +25.2% | +12.8% |
| YTD | +32.0% | -10.4% | +42.5% | +33.6% |
| 1Y | +72.5% | -14.8% | +87.2% | +76.6% |
| 3Y | -4.5% | -50.1% | +45.6% | +4.1% |
| All | -4.5% | -50.3% | +45.8% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling