+25.9%
HD vs STZ
-37.2%
+63.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | -0.1% | -1.4% |
| 7D | +4.3% | +4.9% | -0.6% | +3.2% |
| 30D | +20.2% | +20.9% | -0.7% | +15.0% |
| 3M | -1.0% | +8.0% | -9.0% | -3.0% |
| 6M | +7.9% | -5.3% | +13.2% | +8.5% |
| YTD | +2.0% | +5.9% | -3.9% | -0.3% |
| 1Y | -4.3% | +14.2% | -18.5% | -8.0% |
| 3Y | +25.9% | -37.0% | +62.9% | +36.4% |
| All | +25.9% | -37.2% | +63.1% | +36.4% |
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