+8,343.9%
HD vs STZ
+10,752.7%
-2,408.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.9% |
| 6M | +7.9% | -5.3% | +13.2% | +9.0% |
| YTD | +2.0% | +5.9% | -3.9% | 0.0% |
| 1Y | -4.3% | +14.2% | -18.5% | -7.9% |
| 3Y | +25.9% | -37.0% | +62.9% | +37.3% |
| 5Y | +5.8% | -29.7% | +35.5% | +12.2% |
| 10Y | +262.5% | +5.2% | +257.4% | +243.3% |
| All | +8,343.9% | +10,752.7% | -2,408.8% | +3,208.3% |
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