+4,243.5%
HDB vs STZ
+1,489.4%
+2,754.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.5% |
| 7D | +6.9% | -0.9% | +7.9% | +7.3% |
| 30D | +15.2% | +14.9% | +0.3% | +9.7% |
| 3M | +11.7% | +8.4% | +3.3% | +8.2% |
| 6M | +7.5% | +2.8% | +4.7% | +5.5% |
| YTD | -28.8% | +7.5% | -36.3% | -31.8% |
| 1Y | -29.1% | +12.5% | -41.6% | -33.4% |
| 3Y | -7.0% | -35.4% | +28.4% | +3.8% |
| 5Y | -22.1% | -29.3% | +7.2% | -17.0% |
| 10Y | +64.9% | +11.8% | +53.1% | +40.3% |
| All | +4,243.5% | +1,489.4% | +2,754.1% | +1,391.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling