+65.9%
HDB vs STZ
+12.6%
+53.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | +13.0% | +14.7% | -1.7% | +8.6% |
| 3M | +11.3% | +8.8% | +2.4% | +8.3% |
| 6M | +6.9% | +3.1% | +3.9% | +5.3% |
| YTD | -29.6% | +7.9% | -37.5% | -32.2% |
| 1Y | -29.5% | +14.2% | -43.7% | -33.4% |
| 3Y | -8.1% | -35.2% | +27.1% | +2.0% |
| 5Y | -23.4% | -29.6% | +6.2% | -18.8% |
| All | +65.9% | +12.6% | +53.3% | +55.0% |
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