+539.4%
HBAN vs STZ
+11,030.9%
-10,491.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | +2.3% | +2.6% | -0.3% | +1.4% |
| 30D | +4.8% | +15.2% | -10.4% | -0.2% |
| 3M | -10.1% | +7.6% | -17.7% | -12.7% |
| 6M | +5.0% | +5.3% | -0.2% | +2.5% |
| YTD | -6.1% | +8.6% | -14.8% | -9.9% |
| 1Y | +4.6% | +15.6% | -11.0% | -1.8% |
| 3Y | +74.9% | -35.2% | +110.1% | +95.0% |
| 5Y | +21.4% | -29.1% | +50.5% | +30.8% |
| 10Y | +105.3% | +12.9% | +92.3% | +88.1% |
| All | +539.4% | +11,030.9% | -10,491.6% | +121.7% |
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