+261.2%
HL vs STZ
-10.3%
+271.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -5.8% | -4.6% |
| 7D | -5.6% | -4.1% | -1.5% | -4.3% |
| 30D | +12.7% | -7.6% | +20.3% | +15.5% |
| 3M | +42.5% | -12.3% | +54.8% | +48.2% |
| 6M | -9.0% | -16.3% | +7.3% | -4.4% |
| YTD | +4.4% | -8.4% | +12.7% | +5.2% |
| 1Y | +82.7% | -10.8% | +93.5% | +85.3% |
| 3Y | +406.3% | -49.0% | +455.3% | +532.1% |
| 5Y | +238.2% | -36.5% | +274.6% | +285.2% |
| All | +261.2% | -10.3% | +271.6% | +245.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling