-25.3%
HDB vs STZ
-29.7%
+4.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.1% |
| 7D | +13.3% | +4.9% | +8.4% | +12.5% |
| 30D | +13.6% | +20.9% | -7.3% | +10.2% |
| 3M | +5.8% | +8.0% | -2.2% | +4.4% |
| 6M | -1.9% | -5.3% | +3.4% | -1.2% |
| YTD | -31.2% | +5.9% | -37.1% | -32.4% |
| 1Y | -29.6% | +14.2% | -43.8% | -31.9% |
| 3Y | -10.1% | -37.0% | +26.9% | -2.1% |
| All | -25.3% | -29.7% | +4.4% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling