+34.0%
HDB vs STZ
-14.3%
+48.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.6% | +2.6% | -1.4% |
| 7D | -2.0% | -7.4% | +5.3% | +0.1% |
| 30D | -4.9% | -10.9% | +6.0% | -1.8% |
| 3M | -2.3% | -13.4% | +11.1% | +1.4% |
| 6M | -23.7% | -16.2% | -7.5% | -20.4% |
| YTD | -38.5% | -10.4% | -28.0% | -37.4% |
| 1Y | -36.5% | -14.8% | -21.7% | -34.6% |
| 3Y | -28.5% | -50.1% | +21.7% | -14.0% |
| 5Y | -37.4% | -38.8% | +1.4% | -31.1% |
| 10Y | +34.0% | -14.1% | +48.1% | +28.7% |
| All | +34.0% | -14.3% | +48.4% | +28.7% |
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