+6.1%
HD vs STZ
-29.2%
+35.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +18.5% | +14.7% | +3.8% | +13.6% |
| 3M | +2.2% | +8.8% | -6.6% | -0.7% |
| 6M | +13.8% | +3.1% | +10.8% | +12.2% |
| YTD | +3.4% | +7.9% | -4.5% | -0.3% |
| 1Y | -3.5% | +14.2% | -17.7% | -8.7% |
| 3Y | +29.0% | -35.2% | +64.2% | +44.7% |
| 5Y | +6.1% | -29.6% | +35.7% | +13.2% |
| All | +6.1% | -29.2% | +35.2% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling