-36.9%
HDB vs STZ
-14.3%
-22.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | -4.9% | -6.0% | +1.2% | -4.6% |
| 30D | -5.8% | -8.9% | +3.0% | -5.4% |
| 3M | -5.2% | -12.6% | +7.4% | -4.7% |
| 6M | -25.7% | -17.2% | -8.5% | -25.2% |
| YTD | -39.6% | -10.0% | -29.5% | -38.8% |
| 1Y | -36.9% | -14.3% | -22.6% | -36.9% |
| All | -36.9% | -14.3% | -22.6% | -36.9% |
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