-29.5%
HDB vs STZ
+12.7%
-42.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | +13.0% | +14.7% | -1.7% | +11.8% |
| 3M | +11.3% | +8.8% | +2.4% | +10.5% |
| 6M | +6.9% | +3.1% | +3.9% | +6.6% |
| YTD | -29.6% | +7.9% | -37.5% | -30.2% |
| 1Y | -29.5% | +14.2% | -43.7% | -31.2% |
| All | -29.5% | +12.7% | -42.2% | -31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling