+208.5%
HD vs STZ
-9.3%
+217.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | -2.1% | -1.9% | -0.1% | -1.4% |
| 30D | -8.4% | -1.9% | -6.5% | -8.0% |
| 3M | +4.3% | -6.2% | +10.6% | +6.3% |
| 6M | -11.1% | -14.0% | +2.9% | -7.0% |
| YTD | -4.7% | -5.1% | +0.4% | -4.1% |
| 1Y | -19.8% | -9.6% | -10.2% | -18.2% |
| 3Y | +4.1% | -47.2% | +51.3% | +26.4% |
| 5Y | +10.3% | -33.6% | +43.9% | +21.9% |
| All | +208.5% | -9.3% | +217.9% | +197.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling