+7,792.7%
HD vs STZ
+9,621.1%
-1,828.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -2.1% | -1.9% | -0.1% | -1.6% |
| 30D | -8.4% | -1.9% | -6.5% | -8.1% |
| 3M | +4.3% | -6.2% | +10.6% | +5.7% |
| 6M | -11.1% | -14.0% | +2.9% | -8.3% |
| YTD | -4.7% | -5.1% | +0.4% | -4.1% |
| 1Y | -19.8% | -9.6% | -10.2% | -18.6% |
| 3Y | +4.1% | -47.2% | +51.3% | +18.3% |
| 5Y | +10.3% | -33.6% | +43.9% | +18.5% |
| 10Y | +203.2% | -9.8% | +212.9% | +197.2% |
| All | +7,792.7% | +9,621.1% | -1,828.4% | +3,073.1% |
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