-10.1%
HDB vs STZ
-37.2%
+27.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.0% |
| 7D | +13.3% | +4.9% | +8.4% | +12.8% |
| 30D | +13.6% | +20.9% | -7.3% | +11.6% |
| 3M | +5.8% | +8.0% | -2.2% | +5.0% |
| 6M | -1.9% | -5.3% | +3.4% | -1.5% |
| YTD | -31.2% | +5.9% | -37.1% | -31.9% |
| 1Y | -29.6% | +14.2% | -43.8% | -30.9% |
| 3Y | -10.1% | -37.0% | +26.9% | -4.6% |
| All | -10.1% | -37.2% | +27.1% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling